Heating Oil Historical Replay: 2019-08 to 2020-01
Replay 108 daily bars of heating oil from August 2019 to January 2020, capturing a peak-to-trough swing of 10.6% as geopolitical shocks rippled through energy markets. You step through each session, tackle 19 decision points, and receive an AI coach review of your choices in this simulated, educational replay.
108 daily bars · 19 decision points · 2019-08 to 2020-01 · Commodities
Key facts
This window spans 155 days with a peak-to-trough drawdown of 10.6% and a 18.9% run-up.
- Max drawdown
- −10.6%
- Max run-up
- +18.9%
- Duration
- 155 days
- Largest single-day move
- +10.6%
- Bars
- 108 Daily bars
- Decision points
- 19
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 you to US heating oil markets during the second half of 2019, a period when energy prices were caught between slowing global demand and mounting Middle East tensions. Over 108 daily bars from August 6, 2019 through January 8, 2020, you will navigate a market that would eventually feel the shock of the September 2019 Saudi oil facility attacks. With nineteen decision points awaiting—including seven flagged as critical—this scenario places you in the hot seat as geopolitical risks escalate and recede across the decade boundary.
The numbers tell a story of suppressed volatility that eventually erupted. From a starting level of 1.82, prices climbed to close at 1.96, delivering a modest 7.7% net gain over the full period. Yet this headline figure obscures the turbulence within: the market experienced a maximum drawdown of 10.6%, with a single session responsible for that same 10.6% move—the largest single-bar swing in the dataset. These extremes bracket the Saudi attack event and its aftermath, where energy markets repriced geopolitical risk with little warning.
This replay excels as a training ground for managing decision quality under pressure. The nineteen decision points force you to choose entries, exits, and position adjustments at moments when uncertainty was highest. The seven critical junctures—likely aligned with news headlines and sudden price gaps—test whether your process accounts for tail risk and weekend gaps. Working through this scenario cultivates the habit of separating outcome from decision quality, reinforcing that disciplined risk management matters more than any single prediction during geopolitical shocks.