WTI Crude Oil Historical Replay: 2020-03 to 2020-06
Replay 62 trading days from March 24 to June 19, 2020, as WTI crude swung from $24.01 to $39.75. Make decisions at 11 points, including 4 critical, and receive an AI coach review of your choices in this simulated historical scenario.
62 daily bars · 11 decision points · 2020-03 to 2020-06 · Commodities
Key facts
This window spans 87 days with a peak-to-trough drawdown of 232.8% and a 41.1% run-up.
- Max drawdown
- −232.8%
- Max run-up
- +41.1%
- Duration
- 87 days
- Largest single-day move
- +37.7%
- Bars
- 62 Daily bars
- Decision points
- 11
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 one of commodities most turbulent quarters in recent memory. From March 24 to June 19, 2020, WTI crude oil navigated the depths of the COVID-19 pandemic across 62 trading days. Participants face 11 decision points, including 4 critical moments, as they assess an unprecedented demand shock and volatile storage concerns that dominated market headlines.
What unfolded was a remarkable price journey. WTI opened the scenario at $24.01 and closed at $39.75, a gain of 65.6%. Yet this headline number conceals extraordinary turbulence beneath the surface, with a maximum drawdown of 232.8% testing even the most disciplined position sizing. The largest single-bar move of 306.0% serves as a stark reminder that tail events in commodity markets can overwhelm conventional risk frameworks within a single session.
This scenario distills essential lessons in process over prediction. The extreme drawdown figure underscores why fixed fractional position sizing breaks down during crisis regimes, demanding adaptive risk management. The outsized single-bar volatility challenges traders to examine their own psychological resilience, asking whether they would maintain discipline when faced with moves that exceed normal distribution assumptions. Success here depends not on forecasting the pandemic bottom but on having robust decision rules that survive volatility regimes that historical data barely captures.
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