Heating Oil Historical Replay: 2017-11 to 2018-05
Replay 122 daily bars of heating oil from November 2017 to May 2018 as the commodity rallied 16.2%. Walk through every decision point, get an AI coach review of your calls, and study inflation-era energy volatility in a simulated training environment.
122 daily bars · 21 decision points · 2017-11 to 2018-05 · Commodities
Key facts
This window spans 177 days with a peak-to-trough drawdown of 14.0% and a 20.7% run-up.
- Max drawdown
- −14.0%
- Max run-up
- +20.7%
- Duration
- 177 days
- Largest single-day move
- +3.6%
- 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
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 heating oil market from November 2017 to May 2018 offered a textbook case of commodity dynamics during an inflationary period. Over 122 daily bars spanning roughly six months in the 2010s, traders faced a market where energy prices responded sharply to macroeconomic signals. The central question was whether participants could read the inflation narrative and position accordingly, or whether they would be caught off guard by the sector's volatility. This was not a tranquil trending market but one that demanded disciplined engagement with every tick.
The closing price advanced from 1.91 to 2.22, representing a 16.2% rally over the period. Yet this headline number obscures the turbulence beneath: a maximum drawdown of 14.0% tested any long-biased strategy, while the largest single-bar move of 3.6% reminded participants that commodities can surge or drop without warning. Across these 122 bars, 21 decision points emerged, of which 7 were critical junctures where positioning and conviction mattered most. The interplay between the directional move and its volatility defined the experience.
For decision training, this replay exposes the gap between knowing a trend exists and executing it under real pressure. Participants must practice calibrating position size against a 14.0% drawdown scenario, managing the psychological strain of reversals, and identifying the 7 critical moments where a different call could have altered outcomes. The largest single-bar move of 3.6% serves as a reminder that tail events demand pre-planned responses, not reactive adjustments. Studying this period in a simulated environment lets traders build the processes and mental frameworks needed for similar inflation-era energy volatility.