Natural Gas Historical Replay: 2011-02 to 2011-08
Replay 126 daily bars of the 2011 natural gas market, from a 3.98 to 4.02 close with a 19.0% drawdown. Walk through each trading day, face 22 decision points, and receive AI coach feedback in this simulated educational exercise.
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 19.0% and a 28.3% run-up.
- Max drawdown
- −19.0%
- Max run-up
- +28.3%
- Duration
- 181 days
- Largest single-day move
- −7.0%
- 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
The replay transports traders to the natural gas markets of the first half of 2011, a period when energy commodities faced shifting supply-demand balances and macroeconomic uncertainty. Over 126 daily bars spanning February to August, participants navigate a market that began near 3.98, confronting the full spectrum of volatility inherent to commodity trading. The scenario captures what was at stake: understanding how to make sound decisions when energy prices swing unpredictably.
The six-month journey from 3.98 to 4.02 delivered only a 1.0% net gain, yet this modest outcome masks significant turbulence beneath the surface. The market experienced a 19.0% maximum drawdown and a largest single-bar move of 7.0%, creating repeated moments where positions faced severe unrealized losses. Traders encountered 22 decision points across the period, with 8 designated as critical junctures where directional bets and risk management choices could dramatically alter outcomes. The gap between the minimal closing change and the violent intraperiod swings encapsulates why commodity trading demands disciplined process over prediction.
This replay excels as a decision-training exercise precisely because the outcome divorced from the journey. Participants must practice maintaining risk discipline through 19.0% drawdowns, sizing positions appropriately for 7.0% single-day spikes, and recognizing when to override impulse with process. The 8 critical decision points serve as concentrated learning moments where AI coach feedback can illuminate judgment calls in real conditions. By studying this 2010s natural gas boom without retrospective bias, traders build psychological resilience and systematic approaches for navigating similarly deceptive markets where apparent stability conceals explosive volatility.