WTI Crude Oil Historical Replay: 2019-11 to 2020-05
Replay 124 days of WTI crude oil from November 2019 to May 2020, watching prices collapse from 56.77 to 25.29 in this educational market simulation. Step through each day, tackle 21 decision points, and receive an AI coach review of your choices, all with simulated capital only.
124 daily bars · 21 decision points · 2019-11 to 2020-05 · Commodities
Key facts
This window spans 181 days with a peak-to-trough drawdown of 159.5% and a 41.1% run-up.
- Max drawdown
- −159.5%
- Max run-up
- +41.1%
- Duration
- 181 days
- Largest single-day move
- +37.7%
- 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
This replay captures WTI crude oil across the late 2010s and early 2020s, from November 2019 to May 2020. In 124 daily bars, traders faced a market in freefall as global pandemic fears shattered energy demand expectations. Twenty-one decision points—seven deemed critical—scattered throughout the timeline forced participants to choose between holding, hedging, or exiting as conditions deteriorated week by week.
The price collapse was brutal and swift: 56.77 fell to 25.29, a -55.5% decline. What makes this period especially demanding is not the total drop but the journey. Maximum drawdown reached 159.5%, while the largest single-bar move stretched an extraordinary 306.0%. Volatility was not a background condition but the dominant feature, punishing delayed responses and rewarding those who adapted their process to the chaos.
For decision training, this scenario strips away any comfort of stable trends. Participants must confront how risk management frameworks behave when drawdowns exceed initial capital assumptions, how position sizing decisions made before the crisis look wildly different afterward, and how psychological pressure mounts when every decision point arrives amid extreme daily swings. The replay teaches that surviving the initial shock matters more than optimizing entry or exit timing under such conditions.
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