WTI Crude Oil Historical Replay: 2024-11 to 2025-05
Replay 122 daily bars of WTI crude oil from 2024-11-15 to 2025-05-13, capturing a 28.6% max drawdown amid shifting policy and dollar volatility. Make choices at 21 decision points, then receive an AI coach review of your simulated performance.
122 daily bars · 21 decision points · 2024-11 to 2025-05 · Commodities
Key facts
This window spans 179 days with a peak-to-trough drawdown of 28.6% and a 19.4% run-up.
- Max drawdown
- −28.6%
- Max run-up
- +19.4%
- Duration
- 179 days
- Largest single-day move
- −7.4%
- Bars
- 122 Daily bars
- Decision points
- 21
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 centers on WTI crude oil trading during a period marked by shifting policy landscapes and currency uncertainty. From 2024-11-15 to 2025-05-13, participants navigate 122 daily bars across the 2020s decade, confronting decisions where geopolitical developments and monetary signals intersected to drive energy markets. The scenario reproduces authentic conditions where policy announcements could trigger sharp reactions, placing traders in realistic simulations without real capital at risk.
The data reveals a -5.0% net decline from 67.02 to 63.67 over the replay period. However, this modest headline figure masks significant turbulence, with a 28.6% max drawdown and a largest single-bar move of 7.4%. Across 21 decision points—7 deemed critical—traders face the challenge of positioning through environments where direction reversed repeatedly, testing both analytical frameworks and execution discipline under pressure.
This replay emphasizes process over prediction. Managing a 28.6% drawdown requires pre-defined risk limits, systematic position sizing, and emotional control when markets move 7.4% in a single session. The educational value lies in experiencing how policy headlines amplify volatility, forcing decisions that reveal individual risk tolerance and decision-making biases. Reviewing simulated outcomes against these authentic conditions builds habits essential for navigating volatile commodity environments responsibly.
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