USD/MAD Historical Replay: 2006-12 to 2007-06
Replay USD/MAD across 128 daily bars from December 2006, navigating a 7.5% drawdown with one 4.0% single-bar shock. You will walk through each authentic trading day, face 22 decision points, and receive an AI coach review of your reasoning, all with simulated capital.
128 daily bars · 22 decision points · 2006-12 to 2007-06 · Forex
Key facts
This window spans 176 days with a peak-to-trough drawdown of 7.5% and a 5.2% run-up.
- Max drawdown
- −7.5%
- Max run-up
- +5.2%
- Duration
- 176 days
- Largest single-day move
- +4.0%
- 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
Between December 2006 and June 2007, the USD/MAD cross presented traders with a compressed study in emerging-market currency risk across 128 daily bars. This was a period when global carry-trade dynamics were shifting, and dirham pricing reflected the interplay between dollar strength and regional fundamentals. For anyone training in market decision-making, the stakes were clear: navigate a historically volatile stretch without letting emotion override process.
The data tells the story starkly. The cross closed the 2007-06-12 session at 8.2549, down 2.2% from the 8.4391 opening level. During the journey, a maximum drawdown of 7.5% tested any live book, and the largest single-bar move of 4.0% delivered a sharp intraday shock that forced split-second risk recalibration. Across the 128-bar replay, 22 decision points emerged, with 8 deemed critical for outcome trajectory.
The scenario shines a light on what separates disciplined traders from reactive ones. A 4.0% single-bar jolt can trigger fear or greed in equal measure; the training value lies in confronting that impulse within simulated constraints. With 8 critical decision points embedded across the 2000s-era data, participants learn to map risk thresholds before events unfold, rather than scrambling after the fact.
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