RBOB Gasoline Historical Replay: 2023-06 to 2023-09
Replay 62 daily bars of RBOB gasoline from June to September 2023, a period marked by a 12.8% max drawdown and 6.5% single-bar swings. Walk through each decision point, test your policy-driven reactions, and receive an AI coach review in a simulated educational environment.
62 daily bars · 11 decision points · 2023-06 to 2023-09 · Commodities
Key facts
This window spans 90 days with a peak-to-trough drawdown of 12.8% and a 20.3% run-up.
- Max drawdown
- −12.8%
- Max run-up
- +20.3%
- Duration
- 90 days
- Largest single-day move
- −6.5%
- Bars
- 62 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
RBOB gasoline futures occupy a critical intersection of energy markets, transportation demand, and macroeconomic policy signals. The summer of 2023 presented traders with a particularly complex landscape—OPEC+ production decisions, domestic inventory dynamics, and Federal Reserve rate policy creating overlapping layers of uncertainty. This 62-day replay window captures the market at an inflection point where policy-driven volatility could rapidly shift directional bias. Trainees enter a simulated environment where each decision point tests their ability to process competing signals under time pressure.
The period from June 8 to September 6, 2023 saw gasoline prices essentially flatline, closing at 2.6 from an opening of 2.61—a mere -0.4% net move. Yet this apparent tranquility concealed significant turbulence beneath the surface. A maximum drawdown of 12.8% tested risk management discipline, while single sessions delivered 6.5% swings capable of devastating unprotected positions. Eleven distinct decision points emerged, with four classified as critical inflection moments requiring precise tactical responses.
This replay sharpens several core competencies. First, trainees learn to resist equating sideways price action with low risk when drawdown potential remains substantial. Second, position sizing calibrated to maximum plausible volatility rather than average conditions becomes visceral rather than theoretical. Third, the psychological discipline required to maintain decision-making consistency when large daily ranges create emotional noise proves invaluable. The educational value lies not in predicting directional outcomes but in executing a defensible methodology under pressure—regardless of whether the ultimate result proves profitable or loss-making.