Natural Gas Historical Replay: 2017-11 to 2018-05
Replay natural gas from 2017-11-15 to 2018-05-11, when prices slid 8.8% and volatility peaked at a 12.1% single-bar swing. Walk through 21 decision points across 122 daily bars in simulated capital, then receive an AI coach review of each choice.
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 29.8% and a 39.6% run-up.
- Max drawdown
- −29.8%
- Max run-up
- +39.6%
- Duration
- 177 days
- Largest single-day move
- −12.1%
- 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 replay transports participants to US natural gas markets from November 2017 through May 2018, a period where energy commodities navigated shifting inflation expectations and dollar dynamics. Over 122 daily bars, the scenario recreates authentic market conditions where supply-demand imbalances and macroeconomic crosscurrents created a challenging environment for traders. The stage is set for participants to test their ability to read price action, manage risk, and make decisions under uncertainty in one of the most volatile segments of the commodities complex.
The headline numbers reveal a market that was harder to trade than its net result suggests. Natural gas moved from a close of 3.08 to finish at 2.81, an 8.8% decline. Yet the maximum drawdown of 29.8% indicates that anyone caught on the wrong side of interim swings faced capital erosion far exceeding the final percentage move. The largest single-bar move of 12.1% underscores the sharp intrabar volatility that can instantly reframe risk exposure. Participants face 21 decision points, with 7 designated as critical moments demanding clear conviction and disciplined execution.
This scenario tests the triangle of process, risk, and psychology that defines sustainable trading. The gap between net decline and maximum drawdown teaches that surviving volatility is prerequisite to capturing directional moves. Each decision point forces participants to distinguish between analytical errors and execution failures. The psychological dimension emerges when 12.1% single-bar swings create pressure to abandon pre-defined plans. For decision-training purposes, the value lies not in predicting the next move but in building the self-awareness and discipline to respond consistently regardless of outcome.