WTI Crude Oil Historical Replay: 2023-05 to 2023-08
Replay 60 trading days of WTI crude oil from May to August 2023, capturing a 9.3% climb and a 9.7% drawdown. Step through each daily decision point and receive an AI coach review of your simulated choices for educational insight.
60 daily bars · 11 decision points · 2023-05 to 2023-08 · Commodities
Key facts
This window spans 86 days with a peak-to-trough drawdown of 9.7% and a 25.7% run-up.
- Max drawdown
- −9.7%
- Max run-up
- +25.7%
- Duration
- 86 days
- Largest single-day move
- −4.4%
- Bars
- 60 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 May 2023, the WTI crude oil market entered a period defined by macroeconomic uncertainty as the United States navigated its debt ceiling crisis. Energy traders faced a complex landscape where supply constraints, shifting demand signals, and broad market risk sentiment collided daily. This 60-day replay transports participants back to the 2020s, placing them at the center of one of the most consequential stretches for energy markets that year. The stakes were clear: understanding how to read cross-asset spillovers and position intelligently when headlines can move commodity prices by several percent in a single session.
Over the 60 trading days from May 24 to August 18, 2023, WTI advanced from 74.34 to 81.25, delivering a net gain of 9.3%. Yet the journey was anything but linear. The market experienced a maximum drawdown of 9.7% at its trough, and volatility surfaced repeatedly—most dramatically with a single-bar move of 4.4%. Eleven distinct decision points emerged throughout the period, four of which represented critical junctures where directional conviction and risk management were tested simultaneously. Participants who held static positions through the full cycle likely endured sharp intraday reversals and emotional swings.
This replay excels as a training ground for process discipline and psychological resilience. The sequence of 11 decision points—each followed by an AI coach review of simulated choices—forces participants to confront the gap between analysis and execution. The 9.7% drawdown reminds traders that even within a net-positive outcome, losing streaks demand capitacity management. Meanwhile, the 4.4% single-bar volatility underscores that tail-risk events are not anomalies but recurring features of energy markets. Success here is not about predicting every move but about building a repeatable framework that survives drawdowns, captures trends, and learns from every simulated interaction.