Heating Oil Historical Replay: 2014-06 to 2014-09
Replay 64 days of heating oil's late-2014 slide, watching the close fall from $3.03 to $2.69 (-11.2%) across an 11.5% drawdown window. Step through each daily bar, confront four critical decision points, and receive AI coach feedback in a simulated, educational environment.
64 daily bars · 11 decision points · 2014-06 to 2014-09 · Commodities
Key facts
This window spans 91 days with a peak-to-trough drawdown of 11.5% and a 2.5% run-up.
- Max drawdown
- −11.5%
- Max run-up
- +2.5%
- Duration
- 91 days
- Largest single-day move
- −2.8%
- 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
Heating oil futures entered a decisive phase in mid-2014 as the 2010s energy complex faced mounting uncertainty. The replay covers 64 trading days from June 23 to September 22, 2014, placing participants at the heart of a commodity market showing early signs of structural reversal. Students navigate this stretch with full exposure to authentic daily price action, facing the challenge of positioning decisions when trend momentum remains unclear and external factors constantly reshape the landscape.
The numbers tell the story of a sustained pullback: the close descended from $3.03 to $2.69, a decline of -11.2% that unfolded across the entire 64-bar window. The maximum drawdown touched 11.5%, while the largest single trading day moved 2.8%—enough to test even prepared risk parameters. This was not a sudden crash but a grinding slide that demanded constant reassessment of exposure, stop levels, and market bias as each new bar arrived.
The true educational value emerges from the 11 decision points, of which 4 were deemed critical, forcing traders to confront the psychological difficulty of acting under a declining regime. The scenario hones the ability to distinguish between temporary noise and meaningful trend shifts, to manage risk when paper losses accumulate, and to maintain disciplined process rather than reacting emotionally to every tick. Navigating this replay teaches that survival in volatile commodity markets depends less on predicting direction than on executing a robust decision framework when outcomes remain uncertain.