Natural Gas Historical Replay: 2013-11 to 2014-05
Replay 122 daily bars of US natural gas from 2013-11-15 to 2014-05-13, capturing a 19.1% close climb from 3.66 to 4.36 alongside a 30.4% drawdown. Step through each day, face 7 critical decision points, and receive an AI coach review of your simulated calls.
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 30.4% and a 72.8% run-up.
- Max drawdown
- −30.4%
- Max run-up
- +72.8%
- Duration
- 179 days
- Largest single-day move
- −11.2%
- 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
The replay centers on US natural gas futures, a commodity known for its sensitivity to seasonal demand shifts, storage data, and weather patterns. The window from November 2013 through May 2014 captures a complete energy-cycle narrative within the 2010s, encompassing the winter heating season and the spring demand transition. Across 122 daily bars, participants engage with this market through the lens of historical authenticity, confronting the same information landscape traders faced at the time.
The closing price climbed from 3.66 to 4.36, delivering a 19.1% return. Yet this headline figure conceals a volatile journey: the market experienced a maximum drawdown of 30.4%, and a single session produced an 11.2% move, underscoring the violent swings inherent to natural gas. The path was not linear; sharp reversals punctuated the advance, demanding both conviction and flexibility from anyone holding a directional view.
This scenario distills the central tensions of commodity trading: the discipline required to execute across 21 decision points, the emotional fortitude to weather a 30.4% drawdown while remaining intellectually honest about one's thesis, and the judgment to identify which of the 7 critical junctures truly warrant action. The educational value lies not in predicting the outcome but in confronting how process, risk management, and psychology interact under sustained pressure.
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