USD/TND Historical Replay: 2005-11 to 2006-05
Replay a 130-day USD/TND window where the pair slid 5.7% peak-to-trough through early 2006. You'll move bar by bar, face 23 decision points, and receive an AI coach review on your risk calls in simulated capital only.
130 daily bars · 23 decision points · 2005-11 to 2006-05 · Forex
Key facts
This window spans 180 days with a peak-to-trough drawdown of 6.2% and a 3.3% run-up.
- Max drawdown
- −6.2%
- Max run-up
- +3.3%
- Duration
- 180 days
- Largest single-day move
- +3.2%
- Bars
- 130 Daily bars
- Decision points
- 23
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/TND pair offers a window into emerging-market currency risk during the turbulent early months of 2006. Over 130 trading days from November 2005 to May 2006, traders faced a sustained dollar depreciation against the Tunisian dinar in an era marked by global carry-trade excesses. This was not a calm, predictable period; it was a test of how well market participants could read shifting sentiment in an illiquid cross. The stakes were straightforward: navigate a declining USD without letting losses compound, and demonstrate discipline when sudden spikes threatened to unsettle positions.
The numbers tell the story clearly. The pair fell from 1.3734 to 1.2952, a -5.7% slide that represented a maximum drawdown of 6.2% during the window. What makes this replay demanding is not the aggregate decline but the texture of the move: the largest single bar carried a 3.2% shock, and traders encountered 23 decision points—8 of them critical—where judgment calls could mean the difference between preserving capital and compounding losses. Bar-by-bar, the market offered no obvious steady descent but rather a jagged path punctuated by spikes that tested conviction.
For decision training, this scenario strips away the comfort of hindsight and forces participants to act under uncertainty. Each bar presents a fresh judgment: hold, adjust, or exit. The AI coach later dissects these calls, revealing whether risk was calibrated to the drawdown potential and whether psychology remained steady when volatility spiked. Simulated capital keeps the exercise educational rather than punitive, allowing traders to learn from missteps without financial consequences. The lesson is not about calling the direction but about building a repeatable process that survives the inevitable noise.
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