RBOB Gasoline Historical Replay: 2016-10 to 2017-01
Replay 64 daily bars of RBOB gasoline from October 2016 through January 2017, navigating an 8.0% single-day surge. Step through 11 decision points, including 4 critical ones, then receive an AI coach review of each simulated trade.
64 daily bars · 11 decision points · 2016-10 to 2017-01 · Commodities
Key facts
This window spans 96 days with a peak-to-trough drawdown of 16.3% and a 31.2% run-up.
- Max drawdown
- −16.3%
- Max run-up
- +31.2%
- Duration
- 96 days
- Largest single-day move
- +8.0%
- Bars
- 64 Daily bars
- Decision points
- 11
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
RBOB gasoline futures in late 2016 presented a window into energy market volatility during the 2010s. The period spanning October 2016 through January 2017 encompassed seasonal demand shifts, inventory dynamics, and broader commodity forces. Participants faced the challenge of navigating unexpected price movements while managing substantial intraday swings that tested both analysis and execution discipline.
The replay covers 64 daily bars from 2016-10-06 to 2017-01-10, with prices moving from 1.5 to 1.55 for a modest 3.3% net gain. Beneath this tame headline number lay significant turbulence: a maximum drawdown of 16.3% tested conviction at multiple points, while an 8.0% single-bar surge demonstrated the kind of extreme volatility that can quickly overwhelm unprepared traders. The journey mattered as much as the destination.
This scenario excels as a decision-training exercise precisely because it refuses to be judged by final outcome alone. The 11 decision points, including 4 critical junctures, force participants to confront the psychological challenge of managing risk through drawdowns while remaining responsive to genuine shifts in market structure. The 2010s era framing reminds us that commodity volatility is episodic rather than constant, making preparation and process the true measures of performance rather than any single period's return.