RBOB Gasoline Historical Replay: 2024-10 to 2025-01
Replay 62 daily bars of RBOB gasoline from October 2024 to January 2025, a span that saw prices fall 6.5% with an 11.2% drawdown. Walk through each session, face 4 critical decision points, and receive AI coach feedback in this simulated training environment.
62 daily bars · 11 decision points · 2024-10 to 2025-01 · Commodities
Key facts
This window spans 90 days with a peak-to-trough drawdown of 11.2% and a 7.3% run-up.
- Max drawdown
- −11.2%
- Max run-up
- +7.3%
- Duration
- 90 days
- Largest single-day move
- −5.3%
- 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 provide a window into how energy markets respond to policy shifts and macroeconomic surprises. This historical replay spans 62 daily bars from October 2024 to January 2025, capturing a period when gasoline prices fell 6.5% despite significant short-term volatility. The 2020s decade has already proven that energy traders must navigate not just supply and demand, but the unpredictable fallout from electoral outcomes and policy announcements. This scenario places participants directly into the market's reaction to these events, with 11 decision points that test both analytical skill and emotional discipline.
The numbers tell a story of grinding decline punctuated by sharp reversals: prices declined from 2.15 to 2.01, a 6.5% loss, while experiencing an 11.2% maximum drawdown and a 5.3% largest single-bar move. These metrics illustrate that even a modest overall decline can feature days where positions swing dramatically, demanding constant risk assessment. Four of the eleven decisions were deemed critical, meaning they represented moments where positioning could either protect capital or expose it to outsized losses. For trainees, the lesson is clear: in volatile energy markets, process discipline and pre-defined risk parameters matter far more than directional conviction.
This replay ultimately tests whether traders can maintain their decision-making framework when the market moves against them repeatedly. The 11.2% drawdown is not just a statistic; it represents the psychological pressure of watching losses accumulate. Participants learn that successful trading in energy markets requires separating emotional responses from systematic analysis, understanding that survival during drawdowns enables participation in eventual recoveries. The 5.3% single-bar volatility serves as a reminder that tail events can occur without warning, reinforcing the need for position sizing and contingency planning that accounts for the unexpected.
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