RBOB Gasoline Historical Replay: 2020-05 to 2020-08
Replay the RBOB gasoline rebound of 2020 as close climbed 37.5% from 0.88 to 1.21 across 66 daily bars. Step through the pandemic-era volatility, face 12 decision points, and receive AI coach feedback in a simulated, educational market-replay experience.
66 daily bars · 12 decision points · 2020-05 to 2020-08 · Commodities
Key facts
This window spans 93 days with a peak-to-trough drawdown of 11.5% and a 52.9% run-up.
- Max drawdown
- −11.5%
- Max run-up
- +52.9%
- Duration
- 93 days
- Largest single-day move
- −7.7%
- 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 spring of 2020 found energy markets in unprecedented turmoil. RBOB gasoline, the benchmark for US motor fuel, was navigating the wreckage of a global pandemic that had crushed demand while leaving supply structures largely intact. Over roughly three months spanning May through August, traders faced a market attempting to find equilibrium between economic reopening optimism and persistent demand destruction—a delicate balance that would test both fundamental analysis and risk management. The stakes were considerable: positions sized incorrectly could mean missing a significant rebound or being wiped out by sudden reversals.
The replay captures this turbulent journey across 66 daily bars as prices climbed from 0.88 to 1.21, delivering a 37.5% return. Yet the path was anything but smooth. A maximum drawdown of 11.5% tested conviction, while single bars moved as much as 7.7%, capable of triggering stop-losses or margin calls. The market rewarded neither passive holding nor reactive trading—only those who could read evolving dynamics and adjust position sizing accordingly captured the upside while surviving the volatility.
This scenario distills essential lessons for decision training. Participants faced 12 decision points, with 4 critical moments demanding explicit directional commitment. The primary teaching concerns risk calibration: sizing positions to survive drawdowns without reducing them so severely that meaningful moves become irrelevant. Secondary lessons involve emotional discipline—resisting the urge to exit at every 7.7% intraday spike while maintaining the awareness that reversals can accelerate. The scenario ultimately trains the ability to distinguish signal from noise in high-volatility environments where fear and greed distort price discovery.
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