RBOB Gasoline Historical Replay: 2023-11 to 2024-05
Replay the 2023-11-16 to 2024-05-10 RBOB gasoline window across 122 daily bars, where prices climbed 19.0% close-to-close. Step through 21 decision points in this educational market replay and receive an AI coach review of each call using simulated capital only.
122 daily bars · 21 decision points · 2023-11 to 2024-05 · Commodities
Key facts
This window spans 176 days with a peak-to-trough drawdown of 13.2% and a 42.4% run-up.
- Max drawdown
- −13.2%
- Max run-up
- +42.4%
- Duration
- 176 days
- Largest single-day move
- +13.5%
- 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
RBOB gasoline entered a pronounced boom phase during the 2020s, with prices navigating the complex interplay of seasonal demand shifts, crude oil cost pressures, and macroeconomic uncertainty. From 2023-11-16 to 2024-05-10, spanning 122 daily bars, energy traders faced a backdrop where fuel markets could swing sharply on inventory data, weather patterns, and geopolitical signals. This five-and-a-half-month window placed participants at the intersection of fundamental supply-demand tension and technical breakouts, demanding both discipline and adaptability. The period served as a real-time stress test for anyone managing exposure to refined products.
What unfolded was a 19.0% close-to-close appreciation, yet the journey proved far from linear. The market experienced a maximum drawdown of 13.2%, a reminder that even trending moves punish the unprepared with significant interim losses. Compounding the challenge, the largest single-bar move reached 13.5%, underscoring the volatility inherent in energy derivatives during this era. Across the 122 trading days, participants encountered 21 decision points—seven deemed critical—each presenting a moment where conviction, risk management, or emotional discipline would determine whether one held through the turbulence or capitulated prematurely.
This replay trains decision-makers to confront the uncomfortable reality that directional accuracy matters less than process integrity. Handling a 13.5% intraday shock without abandoning a sound thesis separates disciplined traders from reactive ones. The 13.2% drawdown illustrates why position sizing and survival psychology are non-negotiable in volatile markets. By stepping through the 21 decision points with simulated capital, learners develop the calibrated judgment required when real stakes apply—understanding that the edge lies not in predicting every move, but in responding systematically when the market inevitably surprises.
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