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Heating Oil Historical Replay: 2014-10 to 2015-04

CommoditiesEnergyUSCrash2014-10 to 2015-04Difficulty 4/5FreeView charts

Watch heating oil slide 27.9% across 122 daily bars from October 2014 to April 2015, a textbook energy-sector crash. Replay each session, navigate 21 decision points, and receive an AI coach review in this simulated educational scenario.

122K lines
21Decision points
4Difficulty
DailyGranularity

122 daily bars · 21 decision points · 2014-10 to 2015-04 · Commodities

Key facts

This window spans 179 days with a peak-to-trough drawdown of 36.2% and a 42.0% run-up.

Max drawdown
−36.2%
Max run-up
+42.0%
Duration
179 days
Largest single-day move
−17.8%
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

Heating oil occupies a unique niche in commodities, driven by seasonal weather demand yet tightly tethered to broader energy sector dynamics. The period spanning October 2014 to April 2015 placed this market under extraordinary pressure as global crude oil began a prolonged descent that would reshape energy trading for years to come. For students navigating this historical replay, the stakes were clear: understand how a commodity tied to winter heating needs could collapse alongside a sector-wide commodity bear market unfolding across the 2010s.

The numbers tell a stark story. Across 122 daily bars from 2014-10-16 to 2015-04-13, heating oil fell from 2.47 to 1.78, a -27.9% decline that tested every assumption about support levels and seasonal floor prices. The maximum drawdown reached 36.2%, meaning peak-to-trough losses substantially exceeded the final close-to-close percentage. Most alarmingly, the largest single-bar move hit 17.8%, underscoring the kind of violent intraday volatility that can devastate concentrated positions or inadequate stop-loss discipline.

This replay offers a masterclass in decision training under stress. With 21 decision points and 7 critical junctures embedded in the data, participants must practice calibrating risk exposure when momentum turns decisively negative. The scenario forces confrontation with two persistent psychological traps: the temptation to catch a falling knife by averaging down, and the paralysis that comes from witnessing a 36.2% drawdown. Working through this crash historically, learners develop frameworks for position sizing, stop management, and emotional regulation that transfer across market environments.