Heating Oil Historical Replay: 2011-06 to 2011-12
Replay heating oil across 122 daily bars from June to December 2011 as US debt downgrade fears roiled energy markets. Step through 21 decision points, seven flagged critical, and receive an AI coach review of your simulated choices.
122 daily bars · 21 decision points · 2011-06 to 2011-12 · Commodities
Key facts
This window spans 174 days with a peak-to-trough drawdown of 13.1% and a 16.5% run-up.
- Max drawdown
- −13.1%
- Max run-up
- +16.5%
- Duration
- 174 days
- Largest single-day move
- −5.8%
- Bars
- 122 Daily bars
- Decision points
- 21
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 mid-2011, US debt downgrade fears sent shockwaves through commodity markets, and heating oil was not immune. This replay spans 122 daily bars from June 22 to December 13, 2011, placing you inside a volatile energy market where sentiment could shift dramatically overnight. You face 21 decision points, seven of them flagged as critical moments where positioning could mean the difference between weathering the storm or being caught in a drawdown.
The headline numbers reveal a deceptively calm outcome: heating oil closed the period at 2.93, virtually unchanged from its 2.95 starting level, a -0.7% net move. Yet this flat result masks significant turbulence beneath the surface. The maximum drawdown reached 13.1%, and the largest single-day move hit 5.8%, underscoring how dramatic short-term swings can occur even when the final tally appears muted.
The real test lies in navigating those 13.1% drawdowns and 5.8% single-bar moves without abandoning a sound strategy. Emotions intensify during steep declines and sharp reversals, making it tempting to exit at the worst moment. This historical scenario sharpens the ability to recognize when volatility is temporary noise versus a fundamental shift, and reinforces disciplined position sizing and risk management as the foundation of sound trading.