RBOB Gasoline Historical Replay: 2018-02 to 2018-08
Replay 128 daily bars of RBOB gasoline from February to August 2018, capturing a 20.8% close-to-close swing and an 11.9% drawdown. Walk through 22 decision points day by day, get an AI coach review, and sharpen your policy-event risk instincts in a simulated environment.
128 daily bars · 22 decision points · 2018-02 to 2018-08 · Commodities
Key facts
This window spans 183 days with a peak-to-trough drawdown of 11.9% and a 35.1% run-up.
- Max drawdown
- −11.9%
- Max run-up
- +35.1%
- Duration
- 183 days
- Largest single-day move
- +8.0%
- Bars
- 128 Daily bars
- Decision points
- 22
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, a benchmark refined petroleum product driving transportation costs across the American economy, entered a period of heightened policy sensitivity in early 2018. Between February and August, traders and analysts faced a complex web of supply management decisions, seasonal demand shifts, and geopolitical tensions that made energy markets particularly reactive. This 128-bar daily replay captures the full arc of that turbulent six-month stretch, presenting 22 decision points that test a participant's ability to process policy signals and manage exposure under evolving uncertainty.
The price trajectory was striking in its swings. From a closing level of 1.68, the market climbed to 2.03, delivering a 20.8% close-to-close appreciation over the period. Yet the journey was anything but smooth: an 11.9% maximum drawdown tested portfolio discipline, while an 8.0% largest single-bar move underscored the kind of sharp policy-driven spikes that can upend positioning overnight. Eight of the 22 decision points were flagged as critical, demanding traders either commit to directional conviction or demonstrate the flexibility to adapt as the narrative shifted.
This replay distills three enduring lessons for anyone studying energy-market dynamics. First, process matters more than prediction: navigating policy-event risk requires a repeatable framework rather than forecasting accuracy. Second, drawdown management is the silent arbiter of survival in volatile commodities, where sharp reversals can erode confidence faster than fundamentals change. Third, psychology becomes the differentiator when markets move in concentrated bursts, rewarding those who can separate signal from noise without succumbing to recency bias. The 2010s taught us that energy markets do not telegraph their moves; this replay forces participants to practice reacting with discipline rather than impulse.