RBOB Gasoline Historical Replay: 2014-08 to 2015-01
Replay 106 daily bars from August 2014 as RBOB gasoline futures plunged from 2.74 to 1.35, a 50.7% collapse. Step through authentic decision points and receive an AI coach review of your choices in this simulated historical scenario.
106 daily bars · 19 decision points · 2014-08 to 2015-01 · Commodities
Key facts
This window spans 154 days with a peak-to-trough drawdown of 54.3% and a 7.9% run-up.
- Max drawdown
- −54.3%
- Max run-up
- +7.9%
- Duration
- 154 days
- Largest single-day move
- −8.6%
- Bars
- 106 Daily bars
- Decision points
- 19
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 scene opens in August 2014, placing traders in the RBOB gasoline futures market at a pivotal moment for the US energy complex. Over the following months, policy shifts and supply dynamics were reshaping the energy landscape. Participants faced the task of navigating an extended decline, with 19 decision points embedded across 106 daily bars of authentic historical price action. The scenario tests both directional conviction and risk management in a market that was moving against the prevailing winds of the early 2010s.
The numbers tell a stark story. From 2014-08-22 to 2015-01-23, RBOB gasoline collapsed from 2.74 to 1.35, a -50.7% decline. The maximum drawdown reached 54.3%, erasing nearly every attempt at recovery. The largest single-bar move of 8.6% served as a reminder that even within a sustained trend, violent intraday reversals can shake conviction. Seven of the 19 decision points were marked as critical, meaning positions taken at those junctures carried heightened consequence for the final outcome.
This replay distills three enduring lessons for market participants. First, process matters more than prediction: no one could have foreseen the exact path of a -50.7% move, but a sound framework for sizing and exit would have preserved capital. Second, volatility is not the same as opportunity: an 8.6% single-day move in a falling market tests discipline and punishes reactive averaging. Third, policy-driven trends often run longer than sentiment expects, making patience and defined risk the primary tools for survival in energy markets of the 2010s.
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