Heating Oil Historical Replay: 2011-02 to 2011-08
Replay a heating oil boom from February to August 2011 across 126 daily bars, where prices swung within a 17.2% drawdown. You step through each session, face 22 decision points, and receive an AI coach review of every call in simulated capital only.
126 daily bars · 22 decision points · 2011-02 to 2011-08 · Commodities
Key facts
This window spans 181 days with a peak-to-trough drawdown of 17.2% and a 22.5% run-up.
- Max drawdown
- −17.2%
- Max run-up
- +22.5%
- Duration
- 181 days
- Largest single-day move
- −8.0%
- Bars
- 126 Daily bars
- Decision points
- 22
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
Heating oil traded in a volatile energy market from February to August 2011, a period marked by shifting global demand signals and seasonal supply dynamics. This historical replay spans 126 daily bars, inviting traders to step into the boots of market participants navigating an uncertain commodity landscape. The 2010s era backdrop provides context for understanding how energy markets behave when fundamentals clash with speculative flows.
Prices ultimately rose from 2.73 to 2.94, delivering a modest 7.7% return over the full period. Yet this headline figure conceals significant turbulence beneath the surface. The market experienced a maximum drawdown of 17.2%, meaning participants who entered at wrong inflection points faced substantial interim losses. The largest single-bar move of 8.0% underscores how quickly sentiment could shift within a single session. Across this six-month journey, traders confronted 22 decision points, with 8 deemed critical to performance outcomes.
This scenario sharpens decision-making through exposure to drawdown management and volatility psychology. Participants learn that surviving a 17.2% drawdown requires disciplined position sizing and emotional composure. The contrast between the modest final return and the wild intraperiod swings reveals why process matters more than outcome in any single replay. By replaying authentic historical periods, traders build intuitions for risk calibration and develop the psychological resilience needed when markets move against them.