RBOB Gasoline Historical Replay: 2012-07 to 2013-01
Replay 118 daily bars of RBOB gasoline from July 2012 through January 2013, absorbing a 23.1% peak-to-trough drawdown across the European policy era. Walk decision-by-decision, weigh each candle, and receive an AI coach debrief on every historical trade you would have made in simulation.
118 daily bars · 21 decision points · 2012-07 to 2013-01 · Commodities
Key facts
This window spans 173 days with a peak-to-trough drawdown of 23.1% and a 19.7% run-up.
- Max drawdown
- −23.1%
- Max run-up
- +19.7%
- Duration
- 173 days
- Largest single-day move
- −12.6%
- Bars
- 118 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
The replay covers 118 daily bars of RBOB gasoline from July 25, 2012 through January 14, 2013, a period dominated by the European debt crisis and Mario Draghi's landmark OMT policy announcement in September 2012. As a refined petroleum product tied closely to both economic activity and policy sentiment, gasoline occupied a volatile intersection of supply fundamentals and macro risk during the 2010s. Participants entered a market where European sovereign stress could cascade into commodity demand concerns overnight.
The final settlement showed only a modest -1.4% decline from 2.79 to 2.75, yet this understated the turbulence within. The market carved through a 23.1% peak-to-trough drawdown, and individual sessions produced moves as large as 12.6%. Across the six-month span, traders faced 21 decision points, of which 7 crystallized into critical junctures requiring deliberate risk calibration.
This replay trains the ability to manage positions through regimes of violent mean-reversion. The core lesson centers on process over outcome: surviving a 23.1% drawdown in simulation builds the psychological endurance needed when real capital faces similar stress. Decision training here emphasizes reading candle structure without anchoring to terminal price, sizing to absorb the largest expected single-bar shock, and maintaining composure through clusters of critical entries. The period rewards disciplined framework over impulse.
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