WTI Crude Oil Historical Replay: 2023-02 to 2023-05
Replay 64 days of WTI crude oil from February to May 2023, capturing a 17.7% peak-to-trough drawdown as banking turmoil swept markets. Step through each daily decision point, weigh the volatility, and receive an AI coach review of your simulated choices.
64 daily bars · 11 decision points · 2023-02 to 2023-05 · Commodities
Key facts
This window spans 91 days with a peak-to-trough drawdown of 17.7% and a 24.8% run-up.
- Max drawdown
- −17.7%
- Max run-up
- +24.8%
- Duration
- 91 days
- Largest single-day move
- +6.3%
- 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
In early 2023, WTI crude oil navigated one of its most turbulent stretches in years as the collapse of Silicon Valley Bank and the ensuing Credit Suisse crisis shattered confidence across global markets. Energy traders faced a rare environment where traditional correlations broke down and macroeconomic uncertainty overwhelmed supply-demand fundamentals. This 64-day replay captures the full arc of that stress period, placing participants directly at the decision points that defined survival versus losses.
The scenario opened at 73.39 and ultimately closed at 71.34, representing a modest -2.8% net decline over the period. Yet the headline number obscures the turmoil within. A maximum drawdown of 17.7% tested portfolio resilience, while the largest single-bar move of 6.3% demanded split-second judgment calls. Across 11 decision points—four deemed critical—participants had to navigate rapidly shifting sentiment, margin pressures, and the psychological weight of uncertainty.
This replay sharpens decision-making under conditions where volatility itself becomes the primary risk variable. The gap between the small net loss and severe intra-period swings illustrates why disciplined position sizing and drawdown management matter more than directional conviction. For trainees, the lesson is clear: surviving a crisis requires neither prophecy nor heroics, but a repeatable process that keeps you at the table when the storm passes.
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