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RBOB Gasoline Historical Replay: 2013-11 to 2014-05

CommoditiesEnergyUSBoom2013-11 to 2014-05Difficulty 2/5FreeView charts

RBOB Gasoline climbed 10.2% across 122 trading days from November 2013 to May 2014. Replay each session, tackle 21 decision points with AI coach review of your choices, simulated capital only.

122K lines
21Decision points
2Difficulty
DailyGranularity

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 7.8% and a 19.2% run-up.

Max drawdown
−7.8%
Max run-up
+19.2%
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

How to play
  1. The market advances day by day. You only see candles up to the current day — as if you were really there.

  2. At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.

  3. 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

RBOB Gasoline climbed 10.2% across 122 trading days from November 2013 to May 2014, navigating a period where energy markets faced shifting dollar dynamics and seasonal demand patterns. This replay places participants in the cockpit of a commodity trader facing 21 decision points—7 of them critical—during a nuanced advance marked by a 7.8% maximum drawdown and an 8.2% single-day volatility spike. The scenario tests whether traders can hold positions through turbulence without abandoning disciplined process, a challenge that separates systematic thinkers from reactive ones.

The price journey from 2.66 to 2.93 unfolded against a backdrop of dollar strength suppressing broader commodity prices, creating a selective opportunity within gasoline specifically. Participants must navigate not just directional bets but the timing of entries and exits across a market that offered both upside and painful retracements. Understanding the interplay between macro forces and sector-specific dynamics becomes essential when individual commodity performance diverges from broader commodity indices.

The educational value centers on three dimensions: process discipline through drawdowns, risk calibration against single-day extremes, and psychological resilience when market narratives conflict with position performance. Each of the 21 decision points serves as a mirror for trader's methodology—whether they are reacting to price or responding to evidence within a defined framework.