Natural Gas Historical Replay: 2018-06 to 2018-09
Replay 68 daily bars of natural gas from June 20 to September 25, 2018, navigating a 9.3% drawdown that capped one of the year's most volatile commodity stretches. Step into 12 decision points, including 4 critical ones, and receive an AI coach review—simulated capital, purely educational.
68 daily bars · 12 decision points · 2018-06 to 2018-09 · Commodities
Key facts
This window spans 97 days with a peak-to-trough drawdown of 9.3% and a 13.2% run-up.
- Max drawdown
- −9.3%
- Max run-up
- +13.2%
- Duration
- 97 days
- Largest single-day move
- +4.3%
- Bars
- 68 Daily bars
- Decision points
- 12
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
This replay transports traders to the natural gas market during the summer of 2018, a period when commodity volatility gripped energy traders across the 2010s. The dataset spans 68 daily bars from June 20 to September 25, 2018, capturing a market known for its sensitivity to seasonal demand shifts and storage dynamics. Participants face the challenge of navigating this volatile stretch while managing exposure through 12 decision points, with 4 designated as critical moments where positioning decisions carry heightened consequence.
The market moved from a close of 2.96 to 3.08, representing a 4.1% gain over the period. However, this seemingly modest positive return obscures the turbulence encountered along the way—the maximum drawdown reached 9.3%, and individual sessions saw price swings of 4.3%, underscoring the psychological and capital management challenges inherent in trading such a volatile commodity.
This scenario illustrates how drawdown management and risk control matter more than headline returns. The gap between the 4.1% final return and the 9.3% peak-to-trough decline reveals the difficulty of maintaining discipline through adverse moves. Four critical decision points tested whether traders could adapt to shifting momentum without abandoning their process or taking outsized positions that compound losses.