Natural Gas Historical Replay: 2018-08 to 2018-11
Replay the 66-day natural gas run from August to November 2018, when prices climbed 45.6% and a single bar swung 18.0%. Step through each session, tackle 12 decision points including 4 critical calls, and receive an AI coach review of your simulated choices.
66 daily bars · 12 decision points · 2018-08 to 2018-11 · Commodities
Key facts
This window spans 93 days with a peak-to-trough drawdown of 16.5% and a 74.7% run-up.
- Max drawdown
- −16.5%
- Max run-up
- +74.7%
- Duration
- 93 days
- Largest single-day move
- +18.0%
- Bars
- 66 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
The setup: US natural gas futures in late summer 2018 entered a period marked by heightened volatility and supply-demand uncertainty. Over 66 trading sessions from August 22 through November 23, participants faced a market environment where crisis conditions demanded precise entries, exits, and sizing decisions. With 12 decision points embedded across the replay—including 4 critical moments that could significantly alter outcomes—traders had to navigate a landscape where the margin for error was compressed by rapid price shifts.
What happened: The contract surged from 2.96 to 4.31, delivering a 45.6% gain over the period. This seemingly straightforward directional move, however, concealed a treacherous path: a maximum drawdown of 16.5% tested conviction, and a single session moved 18.0%—a magnitude that could devastate improperly positioned portfolios. Those who treated the rally as a smooth ascent likely misjudged the psychological demands of holding through sharp intraday reversals and drawdown phases.
What it teaches: Decision training in this environment sharpens three core competencies. First, process discipline: following a defined framework matters more than predicting direction when volatility spikes. Second, risk calibration: a 16.5% drawdown requires sizing decisions that preserve capital for the next session, not just the next hour. Third, psychological resilience: a single 18.0% bar can trigger fear or greed; the replay forces participants to examine whether their simulated responses align with their stated strategies. Historical context from the 2010s crisis episodes reminds us that volatility is not a risk to be eliminated but a condition to be managed.