WTI Crude Oil Historical Replay: 2011-06 to 2011-12
Replay 122 turbulent daily bars of WTI crude oil from June to December 2011, a stretch marked by a 24.2% drawdown and 6.4% single-day swings. Walk through 21 decision points day by side, submit your choices, and receive an AI coach review of your simulated historical reasoning.
122 daily bars · 21 decision points · 2011-06 to 2011-12 · Commodities
Key facts
This window spans 174 days with a peak-to-trough drawdown of 24.2% and a 35.6% run-up.
- Max drawdown
- −24.2%
- Max run-up
- +35.6%
- Duration
- 174 days
- Largest single-day move
- −6.4%
- 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
The replay transports traders to mid-2011, when WTI crude oil futures were navigating one of the decade's most volatile stretches. The period from June to December 2011 was shaped by mounting sovereign debt concerns in Europe, a contentious US debt ceiling debate, and an unprecedented credit rating downgrade that rattled global confidence. For market participants, this era demanded constant recalibration of risk assumptions as macro shocks arrived with little warning.
The dataset captures 122 trading days, tracking WTI's journey from $95.41 to $100.14—a modest 5.0% gain that conceals dramatic internal turbulence. The maximum drawdown of 24.2% reveals the depth of the selloff that tested even seasoned traders. Perhaps most striking was the 6.4% single-day volatility, underscoring how quickly sentiment could pivot in either direction. Seven of the 21 decision points were deemed critical, highlighting moments when positioning choices carried heightened consequence.
This replay hones decision-making under genuine uncertainty. The gap between headline returns and lived experience teaches that survival through drawdowns matters more than peak performance. Trainees must practice sizing positions that can withstand 24.2% adverse moves without forced exits. The psychological dimension—staying disciplined when 6.4% daily swings trigger fear or greed—proves as vital as any technical framework. By replaying critical nodes without hindsight bias, learners build the habits that separate methodical traders from impulse-driven ones.