USD/KRW Historical Replay: 2008-07 to 2008-11
Replay the 2008-07-29 to 2008-11-21 USD/KRW session, a 47.1% plunge through the global financial crisis across 66 daily bars. You step through 12 decision points, confront 4 critical junctures, and receive an AI coach review of your simulated choices.
66 daily bars · 12 decision points · 2008-07 to 2008-11 · Forex
Key facts
This window spans 115 days with a peak-to-trough drawdown of 15.0% and a 49.1% run-up.
- Max drawdown
- −15.0%
- Max run-up
- +49.1%
- Duration
- 115 days
- Largest single-day move
- −9.6%
- Bars
- 66 Daily bars
- Decision points
- 12
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/KRW pair sits at the crossroads of emerging-market pressure and dollar dynamics during the late summer and fall of 2008. Over 66 trading days spanning July 29 to November 21, traders and analysts confronted a market that was being reshaped by the escalating global financial crisis. The 2000s era was delivering one of its most volatile chapters, and the Korean won was no exception to the turbulence.
The numbers tell the story: the exchange rate surged from 1010.4 to 1486, representing a 47.1% depreciation of the won against the dollar. The journey was far from smooth—markets experienced a maximum drawdown of 15.0% on any given day, while the largest single-bar move reached 9.6%, underscoring the violent intraday swings that characterize crisis periods. Participants faced 12 decision points across this stretch, with 4 marked as critical junctures where positioning could dramatically alter outcomes.
This replay challenges participants to grapple with the intersection of macroeconomic panic, liquidity crises, and behavioral bias. Navigating a 47.1% move in an emerging-market currency demands disciplined position sizing, clear pre-defined risk limits, and psychological resilience when faced with multi-standard-deviation moves. The scenario offers a stark laboratory for testing how process discipline holds up when historical norms are shattered.