Natural Gas Historical Replay: 2018-09 to 2018-12
Replay 68 daily bars of natural gas from September to December 2018, when the contract climbed 57.5% from 2.8 to 4.41. Step through 12 decision points, face 4 critical choices, and receive an AI coach review in this simulated training environment.
68 daily bars · 12 decision points · 2018-09 to 2018-12 · Commodities
Key facts
This window spans 97 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
- 97 days
- Largest single-day move
- +18.0%
- 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
Natural gas futures in the autumn of 2018 presented one of the decade's most consequential energy trades. The US commodity market was navigating seasonal demand shifts, inventory dynamics, and geopolitical tensions that would test the resolve of any market participant. Over approximately three months, traders faced a 57.5% climb that demanded careful position management and disciplined risk protocols.
The replay reconstructs 68 daily bars spanning September 5 to December 11, 2018, as the contract surged from 2.8 to 4.41. Participants encountered a maximum drawdown of 16.5% along the way, with a single session delivering an 18.0% move that could unsettle even seasoned practitioners. Twelve decision points punctuated the journey, four of them critical crossroads where direction and conviction mattered most.
This scenario distills the essence of decision training: distinguishing analytical capability from psychological discipline. Recognizing the trend was straightforward; executing within acceptable risk parameters proved far harder. Participants learn to build robust frameworks that withstand emotional responses, set appropriate stops, and maintain process over outcome when markets swing violently against position.