WTI Crude Oil Historical Replay: 2021-10 to 2022-01
Replay 64 daily bars of WTI crude oil from 2021-10 to 2022-01, navigating a 22.5% max drawdown across 11 decision points. Make your choices day-by-day, then review your trades with the AI coach for educational insight. Simulated capital only.
64 daily bars · 11 decision points · 2021-10 to 2022-01 · Commodities
Key facts
This window spans 94 days with a peak-to-trough drawdown of 22.5% and a 32.6% run-up.
- Max drawdown
- −22.5%
- Max run-up
- +32.6%
- Duration
- 94 days
- Largest single-day move
- −13.1%
- Bars
- 64 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 immerses you in WTI crude oil futures during the autumn and winter of 2021, a period when Chinese regulators intensified scrutiny of commodity markets following a summer surge in coal and steel prices. This energy segment of the broader "black commodity" crackdown created an environment where policy signals could reverse market sentiment within days. Participants navigated 64 daily bars spanning October 22, 2021 to January 24, 2022, with 11 decision points offering structured opportunities to respond to unfolding events. The scenario captures the tension between fundamental energy supply dynamics and top-down regulatory intervention.
The period delivered a deceptive overall outcome: the close shifted from 83.76 to 83.31, a mere -0.5% change. Yet this tranquility masked severe intermediate turbulence. The market experienced a 22.5% max drawdown, and a single session moved as much as 13.1%, underscoring how regulatory news can produce sharp intraday reversals that erode positions despite minimal net price change. Navigating these violent swings without catastrophic loss required disciplined position sizing and a clear exit framework.
This scenario sharpens three core competencies. First, participants learn to distinguish between noise-driven drawdowns and structural trend changes when headlines dominate price action. Second, the 13.1% single-bar volatility forces honest assessment of position risk relative to daily account exposure. Third, the near-zero net return despite extreme swings illustrates how market timing determines whether volatility becomes opportunity or liability. Reviewing your replay decisions with the AI coach reveals whether your process remained consistent when regulation-driven uncertainty peaked.
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