RBOB Gasoline Historical Replay: 2024-08 to 2024-12
Replay an 86-bar gasoline market window from August to December 2024, where prices fell 20.0% into a deep volatility regime. Step through each authentic trading day, confront 15 decision points, and receive an AI coach review of your simulated choices.
86 daily bars · 15 decision points · 2024-08 to 2024-12 · Commodities
Key facts
This window spans 123 days with a peak-to-trough drawdown of 23.4% and a 15.0% run-up.
- Max drawdown
- −23.4%
- Max run-up
- +15.0%
- Duration
- 123 days
- Largest single-day move
- −10.4%
- Bars
- 86 Daily bars
- Decision points
- 15
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 scenario recreates a 2020s RBOB gasoline futures window across 86 daily bars from August 1, 2024 to December 2, 2024. This four-month stretch placed traders inside a commodities market confronting waning seasonal demand, shifting inventory balances, and broader macroeconomic uncertainty weighing on energy consumption. The central challenge was maintaining directional clarity while adapting to a market that punished extended positions with escalating volatility. Fifteen decision points were embedded throughout, with five designated as critical junctures where positioning and risk parameters faced the sharpest tests.
What unfolded was a sustained downtrend: prices retreated from 2.4 to 1.92, a cumulative decline of 20.0%. The drawdown sequence reached 23.4% peak-to-trough, and a single trading session delivered a 10.4% move that could have devastated inadequate stop disciplines or oversized positions. Rather than a smooth descent, the path was punctuated by violent intraday reversals and momentum traps that tested whether participants were anchored to process or reacting to noise.
The episode sharpens decision training in three dimensions. Procedurally, it demands disciplined position sizing against a known maximum drawdown scenario rather than optimistic assumptions. Risk-wise, the 10.4% single-bar volatility signals the necessity of stop protocols calibrated to actual market behavior, not historical averages. Psychologically, a 20.0% decline tested emotional equilibrium—maintaining objectivity and avoiding revenge trading after sharp adverse moves separates effective execution from reactive damage. This replay trains traders to integrate fundamental context with technical signals while keeping capital preservation at the center of every simulated decision.