RBOB Gasoline Historical Replay: 2010-10 to 2011-01
Replay 66 trading days of RBOB gasoline from October 2010 to January 2011, when prices climbed 15.6% amid shifting policy expectations. You step through each daily bar, face 12 decision points including 4 critical moments, and receive an AI coach review of every choice in simulated educational mode.
66 daily bars · 12 decision points · 2010-10 to 2011-01 · Commodities
Key facts
This window spans 95 days with a peak-to-trough drawdown of 6.0% and a 20.1% run-up.
- Max drawdown
- −6.0%
- Max run-up
- +20.1%
- Duration
- 95 days
- Largest single-day move
- −4.7%
- Bars
- 66 Daily bars
- Decision points
- 12
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
This replay covers 66 trading days of RBOB gasoline futures from October 2010 to January 2011, when the Federal Reserve's second round of quantitative easing dominated market expectations across energy markets. As the 2010s policy era unfolded, participants faced the challenge of positioning amid shifting inflation forecasts and dollar dynamics that would shape commodity markets for years. The scenario places you in real-time, requiring you to read policy signals and adjust your approach as data arrives day by day.
Prices rose from 2.12 to 2.45, delivering a 15.6% gain over the period. Yet the journey proved far more turbulent than the headline return suggests, with a maximum drawdown of 6.0% testing even patient positions. The largest single-bar move of 4.7% reminds us that policy-driven markets can swing violently on single headlines. You will confront 12 decision points across these 66 bars, with 4 flagged as critical moments that shaped outcomes.
This scenario sharpens your ability to separate signal from noise in policy-sensitive markets. You will practice holding discipline during a 6.0% drawdown without abandoning a sound process, and learn to recognize which intraday spikes represent genuine regime shifts versus temporary overreactions. The combination of steady directional pressure and sharp reversals creates an ideal training ground for managing risk psychology under uncertainty.
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