Natural Gas Historical Replay: 2015-06 to 2015-12
Replay 116 daily bars of natural gas from 2015-06-29 to 2015-12-10, watching the price slide from 2.81 to 2.02. Make your own calls at 20 decision points, then receive an AI coach review of how your simulated choices held up against history.
116 daily bars · 20 decision points · 2015-06 to 2015-12 · Commodities
Key facts
This window spans 164 days with a peak-to-trough drawdown of 31.1% and a 17.2% run-up.
- Max drawdown
- −31.1%
- Max run-up
- +17.2%
- Duration
- 164 days
- Largest single-day move
- +11.3%
- Bars
- 116 Daily bars
- Decision points
- 20
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 summer of 2015, natural gas markets navigated a pivotal six-month stretch marked by shifting monetary signals and evolving supply-demand dynamics. The period from June 29 to December 10 placed commodity traders at the intersection of energy fundamentals and broader macroeconomic uncertainty, including currency pressures stemming from China's policy adjustments. For participants, the stakes were substantial: positioning decisions during this era could determine whether capital was preserved or eroded as the energy sector experienced pronounced volatility.
The replay captures this challenging environment with precision. Across 116 daily bars spanning 2015-06-29 to 2015-12-10, natural gas prices declined from 2.81 to 2.02, a 28.1% contraction. The market endured a maximum drawdown of 31.1%, with the largest single session move reaching 11.3%. Participants confronted 20 decision points throughout this period, with 7 deemed critical moments demanding careful risk assessment and position management. These numbers reflect a sustained directional assault on long positions.
This scenario hones decision-making under sustained pressure and tests emotional discipline. Trainees encounter extended drawdowns that challenge initial assumptions, learning whether their process accounts for volatility clustering and macroeconomic cross-currents. The replay forces confrontation with recency bias—resisting the urge to abandon positions after consecutive adverse moves or to chase momentum after sharp reversals. Success here requires balancing disciplined risk management with the intellectual flexibility to reassess whether the underlying thesis remains valid. It is ultimately a drill in verifying process rather than chasing outcomes.