RBOB Gasoline Historical Replay: 2023-05 to 2023-08
Replay 60 trading days of RBOB gasoline from 2023-05-24 to 2023-08-18, navigating a 10.3% drawdown and 11 decision points through simulated market stress. Step into each session, make calls, and receive an AI coach review of your decision-making under volatility.
60 daily bars · 11 decision points · 2023-05 to 2023-08 · Commodities
Key facts
This window spans 86 days with a peak-to-trough drawdown of 10.3% and a 21.3% run-up.
- Max drawdown
- −10.3%
- Max run-up
- +21.3%
- Duration
- 86 days
- Largest single-day move
- −6.5%
- Bars
- 60 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 scene opens in late May 2023, when energy markets faced mounting uncertainty amid debt ceiling negotiations and seasonal demand shifts. RBOB gasoline, a benchmark US fuel contract, became a focal point for traders navigating crosscurrents of macroeconomic anxiety and summer consumption patterns. This replay places participants directly into 60 trading days of compressed decision-making across the 2020s decade.
From May 24 to August 18, the RBOB contract moved from 2.72 to 2.82, delivering a net return of 3.7%. Yet this headline figure obscures the turbulent journey beneath. Participants endured a maximum drawdown of 10.3% and confronted a single-bar move of 6.5% that tested even prepared strategies. Across the replay, 11 decision points emerged, with 4 classified as critical moments where positioning and conviction determined outcomes. The market rewarded neither passive waiting nor reactive trading, demanding instead a calibrated presence throughout each session.
This replay teaches that volatility itself is the curriculum. The gap between 3.7% net gain and 10.3% drawdown reveals how drawdown management defines survivorship more than entry timing. Process discipline, position sizing, and emotional regulation become inseparable when facing 6.5% intraday shocks. The four critical decision points serve as case studies in judgment under pressure, where pre-planned rules either hold or fail. For training purposes, the lesson is clear: outcomes follow from consistent decision systems, not from predicting the next catalyst.