RBOB Gasoline Historical Replay: 2009-02 to 2009-05
Replay 70 daily bars from February to May 2009 as RBOB gasoline climbed 46.0% in a sharp energy rebound. Step through each session, face 13 decision points including 5 critical moments, and receive an AI coach review in this simulated market-training exercise.
70 daily bars · 13 decision points · 2009-02 to 2009-05 · Commodities
Key facts
This window spans 99 days with a peak-to-trough drawdown of 18.1% and a 74.0% run-up.
- Max drawdown
- −18.1%
- Max run-up
- +74.0%
- Duration
- 99 days
- Largest single-day move
- +11.1%
- Bars
- 70 Daily bars
- Decision points
- 13
Every figure above is computed programmatically from this replay’s own candle series — no editorial input, no LLM. Methodology: Methodology
The market advances day by day. You only see candles up to the current day — as if you were really there.
At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.
After settlement you get a six-dimension score and an AI coach review. Your result enters the scenario leaderboard.
Event Replay
What happened — and what it teaches
The scenario recreates the RBOB gasoline market from February 10, 2009 to May 20, 2009, a 70-bar journey spanning the early months of the 2000s decade. During this period, commodity markets were recovering from severe losses incurred during the global financial crisis. Participants step into a market environment characterized by sharp rebounds and elevated uncertainty, where every decision carries significant weight in determining portfolio outcomes.
Over the 70 trading sessions, RBOB gasoline prices climbed from 1.24 to 1.81, delivering a 46.0% gain. Volatility remained pronounced throughout, with a maximum drawdown of 18.1% and a single session swing of 11.1%. Thirteen decision points punctuated the replay, five of which were classified as critical moments demanding precise judgment. This combination of substantial upside, deep interim setbacks, and sudden directional shifts created a demanding training ground for developing adaptive trading strategies.
The scenario teaches several essential lessons for market decision-making. Holding positions through an 18.1% drawdown while a larger move develops tests conviction and risk calibration. The 11.1% single-bar moves demand pre-defined exit rules to prevent reactive decisions. Navigating the five critical points sharpens recognition of high-leverage moments where sizing and conviction require careful evaluation. This replay ultimately trains participants to balance discipline with flexibility, understanding that outcomes depend not only on market direction but on the quality of decisions made at key inflection points.
Featured in the archive