Natural Gas Historical Replay: 2014-08 to 2015-01
Replay 106 daily bars of natural gas from August 2014 through January 2015, watching prices fall 22.1% to 2.99. Make your own decisions at 19 key moments, including 7 critical policy-driven turning points, then receive AI coach feedback in a simulated training environment.
106 daily bars · 19 decision points · 2014-08 to 2015-01 · Commodities
Key facts
This window spans 154 days with a peak-to-trough drawdown of 37.6% and a 26.1% run-up.
- Max drawdown
- −37.6%
- Max run-up
- +26.1%
- Duration
- 154 days
- Largest single-day move
- +9.9%
- Bars
- 106 Daily bars
- Decision points
- 19
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 late summer of 2014, natural gas markets entered a turbulent period shaped by policy uncertainty and evolving supply-demand dynamics. The commodity, which had been trading around 3.84, faced mounting downward pressure as fundamental forces reshaped the energy landscape. This replay captures the period from August 22, 2014, through January 23, 2015—a span of 106 trading days—when policy-driven inflection points would test every trader's conviction and risk discipline.
By the close of the period, prices had fallen 22.1% to 2.99, but the journey proved far more volatile than the headline figure suggests. The maximum drawdown reached 37.6%, meaning peak-to-trough losses substantially exceeded the final percentage change. The largest single-day move hit 9.9%, illustrating how extreme spikes can trigger emotional responses even when the overall trend remains consistent. Navigating these swings required traders to distinguish between noise and signal.
This scenario presents 19 decision points—7 of them critical policy junctures—designed to train participants in anchoring to process rather than outcome. The 37.6% drawdown and 9.9% single-bar volatility underscore why position sizing and emotional resilience matter more than directional conviction. Historical replays like this one offer a safe environment to practice reading shifting fundamentals without real capital at risk, building habits that transfer to live markets.
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