Natural Gas Historical Replay: 2014-05 to 2014-08
Replay 64 daily bars of natural gas from May to August 2014 as the price slid 17.1% from 4.74 to 3.93. Walk through eleven decision points, including four critical ones, with an AI coach reviewing each simulated choice.
64 daily bars · 11 decision points · 2014-05 to 2014-08 · Commodities
Key facts
This window spans 91 days with a peak-to-trough drawdown of 21.2% and a 9.2% run-up.
- Max drawdown
- −21.2%
- Max run-up
- +9.2%
- Duration
- 91 days
- Largest single-day move
- +5.5%
- Bars
- 64 Daily bars
- Decision points
- 11
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 spring and summer of 2014, natural gas markets faced a significant test as the commodity experienced persistent downward pressure. The period from May 7 to August 6, 2014 comprised 64 daily trading bars, during which participants had to navigate an environment where supply concerns, seasonal demand patterns, and broader energy market dynamics intersected. This replay captures a moment when understanding momentum, managing drawdowns, and making disciplined decisions under uncertainty were paramount.
The price declined from 4.74 to 3.93, representing a 17.1% loss over the 64-bar period. The market carved out a maximum drawdown of 21.2%, with the largest single-bar move reaching 5.5%. Eleven decision points were embedded throughout the replay, including four marked as critical moments where directional conviction and position management were most severely tested.
This scenario distills essential lessons in process over prediction. Participants learn that surviving extended declines requires not just technical reading but emotional regulation and predefined risk frameworks. The gap between a disciplined approach and reactive trading becomes stark when drawdowns approach 21.2%. Decision training here emphasizes that outcomes are less important than the consistency and logic of the process that produced them.
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