WTI Crude Oil Historical Replay: 2009-02 to 2009-05
Replay 70 trading days from February to May 2009 as WTI crude oil rocketed 65.2% off deeply depressed lows. You step through each session, face 13 decision points, and receive AI coach review on your simulated choices for educational insight.
70 daily bars · 13 decision points · 2009-02 to 2009-05 · Commodities
Key facts
This window spans 99 days with a peak-to-trough drawdown of 15.6% and a 82.6% run-up.
- Max drawdown
- −15.6%
- Max run-up
- +82.6%
- Duration
- 99 days
- Largest single-day move
- +14.0%
- Bars
- 70 Daily bars
- Decision points
- 13
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 2009, the global financial system was reeling from the worst crisis since the Great Depression. Crude oil had collapsed from record highs just months earlier, leaving markets deeply depressed and uncertain. This replay places you at the heart of that turmoil, confronting 70 daily trading sessions from February 10 to May 20, 2009, as energy markets began their tentative recovery.
The numbers tell a remarkable story of reversal. WTI crude surged from $37.55 to $62.04, delivering a 65.2% gain as the market reclaimed ground from devastating lows. Yet the path was far from smooth—participants faced a maximum drawdown of 15.6% and navigated the psychological pressure of a 14.0% single-bar move. Across the period, 13 decision points awaited, with 5 deemed critical to navigating the recovery's volatile rhythm.
This scenario tests your ability to hold conviction during violent swings while respecting risk parameters. The lesson is not about predicting the bottom but about systematic process: sizing positions to survive drawdowns, managing fear during large intraday reversals, and avoiding the trap of premature capitulation. Volatility itself becomes information—a signal that sentiment is shifting rather than a reason to retreat. For trainees, the period offers a controlled environment to practice these skills without financial consequence.
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