WTI Crude Oil Historical Replay: 2024-02 to 2024-08
Replay 126 daily bars of WTI crude oil from February to August 2024 and study a 16.1% drawdown driven by Middle East tensions. You step through authentic market days, face 22 decision points, and receive an AI coach review of your simulated trades.
126 daily bars · 22 decision points · 2024-02 to 2024-08 · Commodities
Key facts
This window spans 182 days with a peak-to-trough drawdown of 16.1% and a 14.5% run-up.
- Max drawdown
- −16.1%
- Max run-up
- +14.5%
- Duration
- 182 days
- Largest single-day move
- +4.3%
- Bars
- 126 Daily bars
- Decision points
- 22
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
WTI crude oil from February to August 2024 presented traders with a study in geopolitical risk management. Over 126 daily bars, the market navigated escalating Middle East tensions, OPEC+ policy uncertainty, and shifting global demand signals. Participants faced 22 decision points—8 deemed critical—requiring them to read headlines, assess supply disruptions, and position accordingly. The replay immerses you in authentic trading conditions where a single missile strike or diplomatic development could reorder the entire energy complex within hours.
The closing price barely moved: 77.87 to 78.35, a nominal 0.6% gain over six months. Yet that tranquil headline masked violent underlying swings. The scenario records a maximum drawdown of 16.1%, meaning positions entered at the wrong moment endured steep paper losses. The largest single-bar move reached 4.3%, underscoring how geopolitical flashpoints can overwhelm technical analysis and fundamentals in a single session. Directional conviction alone was insufficient; timing was everything.
This replay teaches that survival trumps prediction in volatile commodities. A flat net return paired with a 16.1% drawdown reveals the hidden cost of poor risk management and emotional decision-making. Eight critical junctures tested whether traders stuck to process or chased price. The 4.3% intraday spikes remind us that even correct directional calls can stop out before reversing. For decision training, the lesson is clear: discipline your sizing, honor your stops, and understand that in war-driven markets, psychology is the ultimate edge.
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