WTI Crude Oil Historical Replay: 2016-11 to 2017-05
Replay WTI crude oil across 124 trading days from November 2016 to May 2017, when prices swung from 45.81 toward 48.85 amid heavy volatility. You make the calls at 21 decision points and receive an AI coach review of each move, simulated capital only.
124 daily bars · 21 decision points · 2016-11 to 2017-05 · Commodities
Key facts
This window spans 181 days with a peak-to-trough drawdown of 16.4% and a 20.4% run-up.
- Max drawdown
- −16.4%
- Max run-up
- +20.4%
- Duration
- 181 days
- Largest single-day move
- +9.3%
- 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
The scenario immerses you in WTI crude oil across 124 trading days from November 2016 to May 2017, a period defined by OPEC negotiations, shifting global demand signals, and geopolitical tensions that kept energy markets on edge. You step into a market where a 6.6% net gain masked violent internal swings—the kind of environment where staying focused on process matters more than chasing direction. You'll face 21 decision points, seven of them critical, testing whether you can hold discipline when volatility threatens to erode confidence.
The closing price moved from 45.81 to 48.85 over the six months, yet this modest headline return concealed a turbulent journey. The maximum drawdown of 16.4% means portfolios faced significant unrealized losses even as the final outcome turned positive. The largest single-bar move of 9.3% illustrates how news events can produce outsized intraday swings that challenge position management and emotional control.
This replay teaches that outcome quality in volatile markets cannot be judged by final price alone. You learn to separate process from result—recognizing that a sound decision can produce a loss while a poor decision occasionally succeeds. Managing risk through position sizing and stops becomes more valuable than directional conviction. By experiencing the psychological weight of a 16.4% drawdown with simulated capital, you build resilience against fear and overcorrection that undermines real trading. The goal is not predicting the next move but learning to execute a sound plan regardless of market noise.