WTI Crude Oil Historical Replay: 2006-11 to 2007-05
Replay 124 trading days of WTI crude oil across 2006-11 to 2007-05, when prices climbed 6.6% amid a 20.8% drawdown. Move bar by bar, tackle 7 critical decision points, and receive AI coach feedback on simulated trades.
124 daily bars · 21 decision points · 2006-11 to 2007-05 · Commodities
Key facts
This window spans 182 days with a peak-to-trough drawdown of 20.8% and a 31.7% run-up.
- Max drawdown
- −20.8%
- Max run-up
- +31.7%
- Duration
- 182 days
- Largest single-day move
- +7.6%
- Bars
- 124 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 late 2006, WTI crude oil entered a period of intense structural uncertainty. Over the next six months, from November 13, 2006, through May 14, 2007, energy markets navigated shifting supply expectations, seasonal demand patterns, and geopolitical crosscurrents specific to the 2000s era. With 124 daily bars to replay, traders faced the challenge of capturing directional moves while managing the inherent volatility of the world's most actively traded commodity. The stakes were considerable: misjudging entry and exit points meant absorbing significant unrealized losses in a market known for sharp reversals.
The outcome tells a nuanced story. WTI settled at 62.46, climbing from an opening of 58.58 for a net gain of 6.6 percent. Yet this modest headline figure obscures the turbulence beneath the surface. The maximum drawdown reached 20.8 percent, meaning participants who entered at wrong inflection points endured severe interim losses. The largest single-bar move of 7.6 percent demonstrates the kind of intraday volatility that can flatten positions overnight. Across these 124 sessions, traders confronted 21 decision points, of which 7 proved critical to outcome. The market rewarded patience and punished impulsive repositioning.
This replay offers hard lessons in process and psychological resilience. A 20.8 percent drawdown on a 6.6 percent net gain highlights why disciplined position sizing and defined risk thresholds matter before entering any scenario. The 7 critical decision points teach that outcomes often hinge on a handful of high-stakes moments where composure outweighs conviction. Treating each bar as a data point rather than an emotional event builds the habits that transfer across different market conditions. The goal is not to predict direction but to build a replicable process that survives the inevitable drawdowns along the way.
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