USD/KRW Historical Replay: 2011-06 to 2011-12
Replay the 2011 USD/KRW turbulence across 122 daily bars as Korean won weakened 6.6% versus the dollar. Step through each session, face 21 decision points including 7 critical ones, and receive an AI coach review after every move in a simulated, educational environment.
122 daily bars · 21 decision points · 2011-06 to 2011-12 · Forex
Key facts
This window spans 172 days with a peak-to-trough drawdown of 7.0% and a 15.0% run-up.
- Max drawdown
- −7.0%
- Max run-up
- +15.0%
- Duration
- 172 days
- Largest single-day move
- +3.0%
- 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 USD/KRW pair during the second half of 2011 offers a concentrated study in emerging-market currency stress. The data spans from 2011-06-23 to 2011-12-12 across 122 daily bars, a period when the August U.S. sovereign credit rating downgrade reshaped global risk appetite. Korean financial markets faced a classic safe-haven exodus as capital flows reversed, putting the won under sustained depreciation pressure that tested the boundaries of orderly market function.
Over the full 122-day window, the exchange rate shifted from 1074.8 to 1145.6, translating to a 6.6% weakening of the Korean won against the dollar. Volatility was not merely directional: the market endured a maximum drawdown of 7.0% and its largest single-bar move reached 3.0%, underscoring the sharp intraday spikes that characterize crisis periods. Participants navigating this replay must contend with sudden reversals and gap risk that static models rarely anticipate.
The scenario places traders at 21 decision points, 7 of which carry critical weight for portfolio outcomes. This density of meaningful choices makes it an effective training ground for calibrating position sizing, managing exposure during extended drawdowns, and maintaining decision discipline when headlines fuel emotional reactions. For risk managers and traders alike, the episode reinforces that crisis management is as much a psychological exercise as a quantitative one.
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