USD/CNY Historical Replay: 2024-11 to 2025-05
Replay USD/CNY across 128 daily bars from 2024-11-15 to 2025-05-15, with the pair closing just 0.3% lower at 7.2065. Step through 22 decision points, including 8 critical moments shaped by policy volatility, and receive AI coach feedback in a simulated educational environment.
128 daily bars · 22 decision points · 2024-11 to 2025-05 · Forex
Key facts
This window spans 181 days with a peak-to-trough drawdown of 2.2% and a 2.5% run-up.
- Max drawdown
- −2.2%
- Max run-up
- +2.5%
- Duration
- 181 days
- Largest single-day move
- +1.2%
- Bars
- 128 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
The USD/CNY pair was replayed across 128 daily bars from November 15, 2024, to May 15, 2025—a six-month window that captured a pivotal policy inflection point. January 2025 brought heightened tariff uncertainty that rippled through currency markets, testing traders' ability to navigate exogenous shocks. This simulation invites learners to inhabit that environment, making decisions under the same policy-driven volatility that defined the real market.
The replay delivered a remarkably contained outcome: the pair closed at 7.2065, merely 0.3% lower than the opening 7.2292. Yet this headline figure obscures genuine turbulence—maximum drawdown reached 2.2% and individual daily bars swung as much as 1.2%, creating pockets of acute stress. Across 22 decision points, including 8 the platform marked as critical, participants confronted the challenge of acting coherently when macro signals shifted abruptly. The simulation's educational design ensures these pressures remain learning opportunities rather than capital risks.
For traders, this scenario illuminates the distinction between low directional volatility and high episodic volatility. The 2.2% drawdown and 1.2% single-bar moves demonstrate that a flat net result can mask significant intraperiod risk. The 8 critical decision points train traders to recognize inflection moments—whether driven by policy announcements or market mispricing—and respond with disciplined process rather than reactive instinct. Such replay exercises develop the psychological resilience needed when real capital is at stake.