Natural Gas Historical Replay: 2011-07 to 2012-01
Replay 126 trading days of natural gas from July 2011 through January 2012, watching the close slide 45.0% from 4.53 to 2.49. You make 22 daily decisions including 8 critical ones, then receive an AI coach review of your simulated choices.
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 45.0% and a 12.9% run-up.
- Max drawdown
- −45.0%
- Max run-up
- +12.9%
- Duration
- 182 days
- Largest single-day move
- +11.4%
- 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
In the summer of 2011, natural gas markets confronted deepening European sovereign debt troubles and weakening global commodity sentiment. The replay window spanning July 19, 2011 to January 17, 2012 captures 126 trading days when energy sector fundamentals deteriorated sharply against a backdrop of European financial instability. What was at stake was the ability to maintain discipline when macro headwinds showed no signs of abating.
The price trajectory tells the story plainly. Natural gas declined 45.0% from 4.53 to 2.49 over the 126 daily bars, matching the maximum drawdown. The largest single-bar move of 11.4% demonstrated the volatility participants faced, while the 22 decision points—8 deemed critical—demanded precise judgment under pressure. This was a sustained, grinding downtrend that tested every aspect of trading discipline.
For decision training, the replay illuminates the psychology of riding a prolonged decline. Confirming a trend when prices keep falling requires overcoming the urge to catch a bottom, while position sizing becomes critical when intraday swings reach 11.4%. The eight critical junctures distil choices about entry timing, stop discipline, and risk allocation into concentrated moments. Trainees learn that survival in volatile commodity markets demands neither prediction of the bottom nor passive hope—rather, a systematic process that respects drawdown realities while maintaining flexibility to adapt.