WTI Crude Oil Historical Replay: 2021-10 to 2022-01
Replay 66 daily bars of WTI crude oil from October 2021, navigating a 22.5% max drawdown across real market volatility. Step through each authentic session, face 4 critical decision points, and receive an AI coach review of your simulated trades.
66 daily bars · 12 decision points · 2021-10 to 2022-01 · Commodities
Key facts
This window spans 95 days with a peak-to-trough drawdown of 22.5% and a 21.2% run-up.
- Max drawdown
- −22.5%
- Max run-up
- +21.2%
- Duration
- 95 days
- Largest single-day move
- −13.1%
- Bars
- 66 Daily bars
- Decision points
- 12
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 the autumn of 2021, WTI crude oil stood at the center of a macroeconomic storm. Inflation was accelerating across the global economy, the Federal Reserve was signaling a hawkish pivot, and energy markets were experiencing heightened uncertainty. The period from October 2021 through early January 2022 represented a critical juncture for commodity traders, where the interplay between monetary policy, supply constraints, and demand expectations created an environment demanding both precision and composure.
The 66 daily bars of authentic price action reveal a market that defied simple narrative. Despite the turbulence surrounding it, WTI crude oil closed the period nearly unchanged at 78.3 to 78.23, a nominal -0.1% move. Yet this flat headline figure conceals a far more dramatic reality: a maximum drawdown of 22.5% tested portfolio endurance, while the largest single trading day saw a 13.1% swing. Twelve distinct decision points emerged across the replay, four of which represented critical junctures where directional conviction and risk management were put to the most demanding tests.
This replay teaches that flat prices do not equate to flat markets. The gap between headline performance and actual volatility exposure underscores why process matters more than outcome in any single period. Navigating a 22.5% drawdown while the final close registers near zero demands disciplined position sizing, clear pre-defined exit criteria, and psychological resilience against the narrative traps that accompany sharp intraday moves. For decision trainers, the scenario illustrates that surviving volatility is often the prerequisite for capturing long-term value in energy commodities.
Featured in the archive