Natural Gas Historical Replay: 2018-02 to 2018-08
Replay 128 daily bars of natural gas from 2018-02-12 to 2018-08-14, when prices climbed 16.1% amid policy-driven volatility. Step through 22 decision points, including 8 critical ones, and receive AI coach review on your simulated choices.
128 daily bars · 22 decision points · 2018-02 to 2018-08 · Commodities
Key facts
This window spans 183 days with a peak-to-trough drawdown of 9.9% and a 18.4% run-up.
- Max drawdown
- −9.9%
- Max run-up
- +18.4%
- Duration
- 183 days
- Largest single-day move
- +3.6%
- Bars
- 128 Daily bars
- Decision points
- 22
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 early 2018, the US natural gas market entered a period defined by policy uncertainty and seasonal demand shifts. From February 12 through August 14, traders and analysts navigated 128 daily bars of price action that would test their ability to process macroeconomic signals, weather forecasts, and regulatory developments simultaneously. The stakes were significant: positions sized incorrectly could mean steep losses, while missed signals meant forfeited opportunities in a market that moved on headline risk rather than pure fundamentals.
The period ultimately rewarded patience and discipline. Natural gas climbed from 2.55 to 2.96, a gain of 16.1% over the six-month span. Yet the journey was anything but linear. The maximum drawdown reached 9.9%, and the largest single-bar move hit 3.6%—moments that would have tested the conviction of even seasoned participants. Across the replay, 22 decision points emerged, with 8 designated as critical junctures where positioning and risk management decisions carried outsized consequences for portfolio outcomes.
This replay ultimately teaches that process outweighs prediction in volatile commodity markets. The 9.9% peak-to-trough decline and sharp single-session swings underscore the importance of sizing positions relative to known volatility rather than anticipated direction. The 8 critical decision points reveal how psychological pressure compounds when policy headlines intersect with technical levels. Training through this scenario helps participants develop the discipline to stick to predefined rules when the market offers no clear consensus, transforming uncertainty into a structured learning environment rather than a source of reactive decisions.