RBOB Gasoline Historical Replay: 2016-07 to 2016-10
Replay the 2016 RBOB gasoline swing from July to October, when prices climbed 7.2% across 70 daily bars. You step through each authentic session, weigh 13 decision points, and receive AI coach feedback on simulated choices.
70 daily bars · 13 decision points · 2016-07 to 2016-10 · Commodities
Key facts
This window spans 99 days with a peak-to-trough drawdown of 15.9% and a 20.5% run-up.
- Max drawdown
- −15.9%
- Max run-up
- +20.5%
- Duration
- 99 days
- Largest single-day move
- −9.9%
- Bars
- 70 Daily bars
- Decision points
- 13
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
The summer of 2016 found RBOB gasoline futures navigating a complex landscape shaped by shifting crude oil benchmarks, seasonal demand patterns, and broader commodity market uncertainty. This replay scenario spans from mid-July through late October, immersing you in 70 daily bars of authentic price action where every decision carried weight. With 13 decision points embedded across the period—five of them marked as critical—you face the challenge of navigating a market that ultimately climbed 7.2% despite frequent reversals and heightened volatility.
The data reveals a market that rewarded patience but punished complacency. Prices moved from 1.38 to 1.48 over the 70-bar window, but the journey was far from smooth—the scenario recorded a maximum drawdown of 15.9% and included a single session swing of 9.9%. These figures underscore that directional bias alone cannot capture the texture of trading this energy contract; the real test lies in how one manages the interim turbulence that defines authentic market behavior.
This replay hones your decision-making process by confronting you with the psychological strain of extended drawdowns and sudden spikes. The five critical decision points serve as crucibles where conviction meets risk management. Participants learn that survival in volatile energy markets requires not just a thesis, but a disciplined framework for adapting that thesis as evidence evolves. The 2010s era framing reminds us that structural uncertainties in commodities repeat—and studying their mechanics builds the intuition needed when the next cycle arrives.
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