Skip to main content

Natural Gas Historical Replay: 2023-07 to 2023-10

CommoditiesEnergyUSPolicy2023-07 to 2023-10Difficulty 4/5FreeView charts

Replay 64 daily bars of natural gas from July 24 to October 20, 2023, when prices swung from 2.68 to 2.9 on US energy policy headlines. Walk through 11 decision points, including 4 critical ones, and receive an AI coach review. Simulated capital, educational use only.

64K lines
11Decision points
4Difficulty
DailyGranularity

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 15.5% and a 36.3% run-up.

Max drawdown
−15.5%
Max run-up
+36.3%
Duration
88 days
Largest single-day move
+9.4%
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

How to play
  1. The market advances day by day. You only see candles up to the current day — as if you were really there.

  2. At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.

  3. 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 backdrop was natural gas trading in the US energy complex during the summer and early autumn of 2023. From July 24 to October 20, 64 daily bars would unfold against a backdrop of shifting US energy policy headlines. The decade of the 2020s brought fresh uncertainty to commodity markets, and this period asked traders to navigate an environment where policy signals could move prices rapidly. Eleven decision points were embedded in the data, four of them critical junctions where directional conviction mattered most.

What transpired over those roughly three months was a measured but volatile advance. The contract rose from 2.68 to 2.9, an 8.2% net gain, yet the journey was far from straight. A maximum drawdown of 15.5% tested any long-held positions, and a single session produced a 9.4% swing—the kind of move that can quickly erode discipline or create panic exits. Those who survived the volatility with a coherent process captured the upside; those who chased momentum likely felt the sting of the larger pullbacks.

This replay is a classroom for process and self-knowledge. The drawdown teaches that defined risk is non-negotiable even in trending markets. The 9.4% single-bar moves reinforce that news-driven spikes require calm sizing decisions, not reactive doubling down. Finally, the four critical decision points invite reflection: Were you acting on evidence or emotion? The goal is not to predict policy but to build the habits that let you stay rational when headlines do the unexpected.