Natural Gas Historical Replay: 2011-06 to 2011-12
Replay 122 daily bars of US natural gas from June to December 2011, when prices fell 24.1% from 4.32 to 3.28. Step through each authentic trading day, tackle 21 decision points including 7 critical ones, and receive an AI coach review after every simulated move.
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 28.6% and a 12.9% run-up.
- Max drawdown
- −28.6%
- Max run-up
- +12.9%
- Duration
- 174 days
- Largest single-day move
- +11.4%
- 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 the summer of 2011, the US natural gas market entered a prolonged downturn that would test the resolve of any trader. Over 122 trading days spanning from June 22 to December 13, prices descended relentlessly, culminating in a 24.1% decline. This was not a single-event shock but a grinding bear market—one where the maximum drawdown reached 28.6%, meaning any position entered during this period faced substantial unrealized losses before recovery could even be considered.
The numbers tell a stark story: what began at 4.32 ended at 3.28, with intraday volatility producing single-bar moves as large as 11.4%. Across these 122 bars, traders faced 21 decision points, of which 7 were critical junctures where directional conviction and risk calibration determined whether capital survived or eroded. The authentic daily granularity means every entry, exit, and sizing choice was replayed under the same pressure that historical traders endured.
This replay is ultimately a training ground for disciplined decision-making under uncertainty. The lessons are clear: volatile markets demand strict position sizing, predefined exit levels, and emotional detachment from incremental losses. The 28.6% drawdown serves as a reminder that crisis periods punish both overconfidence and inadequate hedging. By engaging with these 21 decision points, traders can build the psychological resilience and systematic rigor needed to navigate similar environments without confusing market noise with actionable signal.