Heating Oil Historical Replay: 2011-07 to 2012-01
Replay 126 days of heating oil history from 2011-07-19 to 2012-01-17, when prices drifted -1.9% from 3.1 to 3.04 amid a 13.1% drawdown. Step through daily bars, tackle 22 decision points including 8 critical ones, and receive AI coach feedback in a simulated educational environment.
126 daily bars · 22 decision points · 2011-07 to 2012-01 · Commodities
Key facts
This window spans 182 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
- 182 days
- Largest single-day move
- −4.8%
- 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 summer of 2011 found European sovereign debt stress spreading beyond Greece into Italy and Spain, rattling global risk appetite. Energy commodities faced a toxic mix: demand uncertainty from slowing European growth, a stronger US dollar, and ample inventories pressing on prices. Heating oil, a key winter energy input, was caught in this crosscurrent, with market participants uncertain whether the region would slip into recession or find a policy path to stabilization.
From a closing price of 3.1 to 3.04 represents a modest -1.9% decline over 126 daily bars, yet this headline figure obscures the turbulence within. The period experienced a 13.1% max drawdown as prices ground lower in waves, punctuated by a largest single-bar move of 4.8% that tested risk management discipline. Participants navigating this replay faced 22 decision points, of which 8 were deemed critical, requiring them to commit positions amid evolving headlines about credit downgrades, summit meetings, and inventory reports.
This replay excels as a laboratory for decision training under ambiguity. The gap between the small net decline and the large drawdown teaches that outcome measures alone reveal little about the quality of decisions made along the way. Trainees must practice separating signal from noise, sizing positions appropriately for a 4.8% intraday shock, and managing the psychological strain when a 13.1% peak-to-trough loss accumulates. The European debt saga offered no clean narrative until well after its resolution, making this scenario ideal for honing process discipline over prediction certainty.