RBOB Gasoline Historical Replay: 2024-11 to 2025-05
Replay 122 daily bars of RBOB gasoline from November 2024 through May 2025, capturing an 11.3% close-to-close swing and a 15.9% drawdown. You step through each authentic session, face 7 critical decision points, and receive an AI coach review of your simulated choices.
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 15.9% and a 22.0% run-up.
- Max drawdown
- −15.9%
- Max run-up
- +22.0%
- Duration
- 179 days
- Largest single-day move
- +11.2%
- 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
The RBOB gasoline market entered a volatile five-month window from November 2024 through May 2025, a period when energy policy uncertainty—particularly surrounding tariff discussions and dollar fluctuations—created elevated risk across commodity markets. Participants in this replay navigate authentic daily price action across 122 sessions, confronting the real challenge of positioning within a complex macro environment where policy signals can shift rapidly and reshape market assumptions overnight. The scenario captures the tension between fundamental energy dynamics and the external pressures of trade policy and currency movements that can override traditional price relationships.
Price action unfolded with an 11.3% close-to-close swing as RBOB moved from 1.95 to 2.17, though the journey proved far more turbulent than the net result suggests. A maximum drawdown of 15.9% tested risk management discipline, while an 11.2% single-bar move demonstrated how quickly positions can be challenged by unexpected policy announcements or market reactions. This gap between headline returns and actual trading experience highlights the importance of understanding not just where prices start and finish, but the volatility and uncertainty encountered along the way.
The replay challenges participants with 21 decision points spread across the 122-day span, including 7 critical moments where positioning and risk management decisions would have been severely tested. This structure transforms abstract market data into an active learning experience, forcing participants to manage uncertainty in real-time, maintain disciplined risk protocols, and recognize how psychological biases can distort judgment during periods of elevated volatility. The goal is not to achieve a perfect outcome but to develop robust decision-making processes that hold up under authentic market pressure.
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