RBOB Gasoline Historical Replay: 2023-02 to 2023-05
Replay 64 daily bars of RBOB gasoline across a turbulent 2023 stretch, marked by a 19.2% drawdown and swings up to 9.9% in a single day. Step through each session, weigh 11 decision points including 4 critical ones, and receive an AI coach review in a simulated, educational environment.
64 daily bars · 11 decision points · 2023-02 to 2023-05 · Commodities
Key facts
This window spans 91 days with a peak-to-trough drawdown of 19.2% and a 23.7% run-up.
- Max drawdown
- −19.2%
- Max run-up
- +23.7%
- Duration
- 91 days
- Largest single-day move
- +9.9%
- Bars
- 64 Daily bars
- Decision points
- 11
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 RBOB gasoline market entered early 2023 facing a complex web of energy-sector headwinds, demand uncertainty, and macro crosscurrents that made directional positioning particularly challenging. This 64-day replay spans from February 3 to May 5, 2023, placing participants directly into a period where refined products volatility intersected with broader financial stability concerns. The stakes were clear: navigate a commodity market prone to sharp intraday reversals while managing exposure through multiple decision points.
What unfolded over these 64 daily bars was a study in deceptive simplicity. The market ultimately closed the period at 2.38 from an opening 2.32, representing a modest 2.6% net gain—deceptively simple given the journey. Beneath the surface calm lurked a maximum drawdown of 19.2%, a figure that would have tested even seasoned practitioners. The largest single-bar move of 9.9% added insult to injury, punishing those caught on the wrong side of sudden reversals. With 11 decision points embedded across 4 critical junctures, the scenario demanded more than passive holding; it required active calibration of conviction against evolving price action.
The teachable moment here transcends directional bias. This replay illustrates that outcomes in volatile commodity markets depend less on market timing and more on process discipline, position sizing, and psychological resilience. A 19.2% drawdown does not spell failure—it often precedes mean reversion. The critical skill cultivated through this scenario is the ability to maintain decision-making integrity when price action challenges conviction, separating systematic practitioners from reactive ones.
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