Heating Oil Historical Replay: 2020-07 to 2020-10
Replay 84 daily bars of US heating oil from July to October 2020 as the pandemic shock drove a 15.6% max drawdown and a 6.1% single-bar spike. Step through each session, make your calls at 15 decision points, and receive an AI coach review of your simulated trades.
84 daily bars · 15 decision points · 2020-07 to 2020-10 · Commodities
Key facts
This window spans 119 days with a peak-to-trough drawdown of 15.6% and a 10.2% run-up.
- Max drawdown
- −15.6%
- Max run-up
- +10.2%
- Duration
- 119 days
- Largest single-day move
- −6.1%
- Bars
- 84 Daily bars
- Decision points
- 15
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.
Related scenarios
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- Natural Gas Historical Replay: 2020-08 to 2020-122020 · Lv.4
- RBOB Gasoline Historical Replay: 2020-08 to 2020-122020 · Lv.3
- WTI Crude Oil Historical Replay: 2020-08 to 2020-122020 · Lv.3
- Brent Crude Oil Historical Replay: 2020-07 to 2020-102020 · Lv.3
Event Replay
What happened — and what it teaches
The US heating oil market entered the third quarter of 2020 caught between pandemic uncertainty and seasonal energy demand expectations. Over 84 daily bars spanning July to October, traders navigated the intersection of public health crisis and commodity fundamentals in a market known for its sensitivity to both macro forces and supply-demand shifts. The scenario presents 15 decision points, 5 of them critical, placing participants at the heart of one of the most volatile stretches for energy commodities during the 2020s.
The replay captures a market that ultimately closed the period down 7.5% at 1.11 from 1.2, but not before experiencing a maximum drawdown of 15.6% and a single-bar spike of 6.1%. These numbers reveal the deceptive nature of aggregate returns—the real story lies in the violent interim swings that tested both technical levels and trader conviction. Navigating this environment required discipline through drawdowns that far exceeded the final outcome.
The scenario's value lies in confronting participants with the psychological toll of volatility that exceeds final price changes. Managing positions through a 15.6% drawdown while facing 6.1% single-bar moves demands robust risk protocols and emotional control. Fifteen decision points, with five marked as critical, create a structured training ground for building the discipline needed to survive periods where the path matters more than the destination.
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