Heating Oil Historical Replay: 2023-07 to 2023-10
Replay 64 days of 2023 heating oil markets where prices climbed 14.1% from 2.77 to 3.16, with a 17.5% drawdown along the way. Walk through each session, tackle 11 decision points, and receive an AI coach review of your simulated choices.
64 daily bars · 11 decision points · 2023-07 to 2023-10 · Commodities
Key facts
This window spans 88 days with a peak-to-trough drawdown of 17.5% and a 25.6% run-up.
- Max drawdown
- −17.5%
- Max run-up
- +25.6%
- Duration
- 88 days
- Largest single-day move
- −5.6%
- 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 replay covers 64 days of US heating oil trading from late July through October 2023, a period when energy markets remained acutely sensitive to policy signals and seasonal demand dynamics. As autumn approached, participants faced the task of navigating a market where crude oil inputs and domestic storage levels created persistent uncertainty. This was a training ground for understanding how policy developments translate into commodity price action.
The market climbed from 2.77 to 3.16, delivering a net gain of 14.1% over the period. What distinguished this session was its turbulence—the market experienced a 17.5% drawdown along the way, with the largest single-bar move reaching 5.6%. Across the 64-bar run, participants encountered 11 decision points, four of which carried critical implications for position management. The oscillation between gains and losses created an environment demanding both tactical precision and emotional control.
This replay teaches that in commodity markets, being right on direction does not eliminate the psychological strain of interim losses. A 17.5% drawdown tests a trader’s conviction and discipline. The presence of policy-driven volatility reinforces the need for robust risk frameworks and pre-defined responses to surprise moves. For decision training, the lesson is clear: process discipline and psychological resilience matter as much as directional accuracy, and this 64-day window offers a compelling laboratory for building both.