Heating Oil Historical Replay: 2013-11 to 2014-05
Replay 122 daily bars of heating oil from November 2013 to May 2014, navigating a 12.5% drawdown across seven critical decision points. Step through the market day by day, receive an AI coach review, and sharpen your commodity trading instincts in a simulated environment.
122 daily bars · 21 decision points · 2013-11 to 2014-05 · Commodities
Key facts
This window spans 179 days with a peak-to-trough drawdown of 12.5% and a 12.7% run-up.
- Max drawdown
- −12.5%
- Max run-up
- +12.7%
- Duration
- 179 days
- Largest single-day move
- −8.2%
- 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
Between November 2013 and May 2014, heating oil futures presented traders with a challenging sideways market that tested discipline and risk management. The energy sector was navigating a complex environment where dollar strength weighed on commodity prices, creating a backdrop of uncertainty. For traders participating in this replay, the stakes were clear: navigate 122 daily bars without losing composure during a significant drawdown, and identify the right moments to act when seven critical decision points emerged.
The period ended exactly where it began, with heating oil closing at 2.94 both at the start and finish of the replay, representing a 0.0% net change. Yet the journey proved far more turbulent than the flat return suggested. The market endured a maximum drawdown of 12.5%, while the largest single-bar move reached 8.2%, creating moments of acute stress. Across these 122 trading days, 21 decision points appeared, with seven deemed critical to the overall outcome.
This replay distills essential lessons for commodity traders. First, flat prices can mask significant volatility, meaning drawdown management often matters more than directional calls. Second, seven critical decision points remind us that a handful of choices drive long-term results, reinforcing the value of deliberate, high-quality entries and exits. Third, the largest single-bar move of 8.2% underscores that tail events will occur, and psychological resilience separates disciplined traders from reactive ones. The simulated environment lets participants practice these lessons without financial risk, building instincts that transfer to live markets.
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