Heating Oil Historical Replay: 2016-09 to 2017-03
Replay 110 daily bars of heating oil from September 2016 to March 2017, including a 13.1% max drawdown and a 7.5% single-bar swing. You work through 19 decision points, with seven marked critical, while an AI coach reviews each call using simulated capital only.
110 daily bars · 19 decision points · 2016-09 to 2017-03 · Commodities
Key facts
This window spans 162 days with a peak-to-trough drawdown of 13.1% and a 22.3% run-up.
- Max drawdown
- −13.1%
- Max run-up
- +22.3%
- Duration
- 162 days
- Largest single-day move
- +7.5%
- Bars
- 110 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
The replay plunges you into U.S. heating oil futures from late September 2016 through early March 2017, covering 110 daily bars across the 2010s. The period opens just weeks before a pivotal U.S. presidential election, making energy policy direction highly uncertain. With 19 decision points—7 flagged as critical—you must navigate a commodity market driven by shifting policy expectations, seasonal demand, and macroeconomic signals. The stakes are clear: how to position when political events can move energy prices dramatically.
What unfolds is a study in deceptive stability. The settlement barely budged from 1.51 to 1.5, recording a modest -0.7% decline over the full span. Yet this tranquil net result obscures turbulence beneath the surface: a maximum drawdown of 13.1% tested positions hard, while the largest single trading day saw a 7.5% swing that would have challenged any unprepared trader. The gap between headline return and intraperiod volatility is the central fact of this replay.
For decision training, this scenario sharpens three skills. First, managing risk when headline returns mask real exposure—the 13.1% drawdown demands discipline even when the final outcome looks benign. Second, recognizing that policy-driven markets can produce outsized single-bar moves, requiring position sizing that survives the 7.5% outliers. Third, maintaining process over outcome, since the flat close could easily have led to different results. The AI coach's review of each of the 19 decisions reinforces that sound process, not predictions, is what this replay teaches.