RBOB Gasoline Historical Replay: 2010-05 to 2010-08
Replay 64 daily bars of RBOB gasoline from May 21 to August 20, 2010, when prices fell 1.5% and volatility spiked. Step into 11 decision points, navigate a 12.3% drawdown, and sharpen your market instincts through AI coach review of simulated trades.
64 daily bars · 11 decision points · 2010-05 to 2010-08 · Commodities
Key facts
This window spans 91 days with a peak-to-trough drawdown of 12.3% and a 13.5% run-up.
- Max drawdown
- −12.3%
- Max run-up
- +13.5%
- Duration
- 91 days
- Largest single-day move
- −4.3%
- Bars
- 64 Daily bars
- Decision points
- 11
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
In the spring and summer of 2010, the European sovereign debt crisis unsettled global markets, creating a challenging environment for commodity traders. RBOB gasoline, a benchmark energy contract tied to economic activity, faced shifting sentiment as investors weighed demand concerns against supply uncertainty. The period from May 21 to August 20, 2010 set the stage for a test of conviction and discipline.
Over 64 daily bars, RBOB gasoline ultimately fell from 1.96 to 1.93, a modest -1.5% decline that concealed far greater turmoil. The contract endured a maximum drawdown of 12.3% and witnessed a largest single-bar move of 4.3%, underscoring how sustained pressure can erode positions even when the final outcome appears benign. Traders navigating this replay confronted 11 decision points, with 4 deemed critical moments where directional conviction was essential.
This replay sharpens decision-making under ambiguity. Participants practice reading market structure when headlines conflict with price action, managing drawdowns without abandoning process, and sizing positions to survive volatility spikes. The scenario rewards those who distinguish temporary dislocations from structural shifts, offering a focused laboratory for refining judgment in periods of market stress.