Heating Oil Historical Replay: 2024-11 to 2025-05
Replay 122 daily bars of heating oil from November 2024 through May 2025, navigating a 24.8% maximum drawdown and 21 policy-driven decision points. Step through each session, weigh competing signals, and receive an AI coach review of every choice in simulated educational mode.
122 daily bars · 21 decision points · 2024-11 to 2025-05 · Commodities
Key facts
This window spans 179 days with a peak-to-trough drawdown of 24.8% and a 23.0% run-up.
- Max drawdown
- −24.8%
- Max run-up
- +23.0%
- Duration
- 179 days
- Largest single-day move
- −5.6%
- Bars
- 122 Daily bars
- Decision points
- 21
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
In the winter of 2024, heating oil occupied a peculiar corner of the energy market where policy announcements and currency fluctuations could overturn supply-demand logic overnight. The replay spans 122 daily bars from November 2024 through May 2025, immersing participants in a period when tariff discussions and dollar strength reshaped energy pricing dynamics. At stake was the ability to navigate a commodity that returned to its starting level over six months yet subjected positions to a 24.8% maximum drawdown along the way, making timing and position management the critical differentiators.
The market closed precisely where it opened at 2.17, delivering a flat net return while executing a journey marked by violent intermediate swings. The largest single-bar move of 5.6% testified to the policy-driven volatility embedded in this energy contract. Participants who entered the period expecting directional conviction were repeatedly tested as the price traced a path that ultimately circled back to square one, punishing anyone who over-allocated to a directional thesis without accounting for the political and monetary crosscurrents that repeatedly reversed momentum. Seven of the 21 decision points were flagged as critical, meaning the replay forces learners to confront moments where the wrong read on policy timing or dollar trajectory would have magnified losses significantly.
This scenario excels as a decision-training vehicle because it strips away the comfort of a clean trend and demands continuous reassessment under uncertainty. The flat closing price is almost beside the point; what matters is the process of sizing positions, managing drawdown psychology, and updating views as new tariff or currency signals arrive. Learners encounter the discipline required to survive a 24.8% peak-to-trough decline without abandoning sound risk management, and they practice the mental agility to recognize when a 5.6% single-session move is signal rather than noise.
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