USD/COP Historical Replay: 2012-11 to 2013-05
Replay 130 daily bars of USD/COP from 2012-11-15 to 2013-05-14 as emerging-market carry trades unwound before the taper. Step through 23 decision points, absorb a 3.6% drawdown, and receive an AI coach review of your simulated calls.
130 daily bars · 23 decision points · 2012-11 to 2013-05 · Forex
Key facts
This window spans 180 days with a peak-to-trough drawdown of 3.6% and a 5.1% run-up.
- Max drawdown
- −3.6%
- Max run-up
- +5.1%
- Duration
- 180 days
- Largest single-day move
- +1.2%
- 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/COP pair between November 2012 and May 2013 offers a window into the fragile optimism that gripped emerging market currencies before the Federal Reserve signaled its intention to wind down quantitative easing. Carry traders had flooded into higher-yielding Latin American assets, betting that steady inflows would persist indefinitely. As the period began, USD/COP traded around 1820, with market participants uncertain about the trajectory of Fed policy and its potential impact on emerging market dynamics. The 130 trading days that followed would test the assumptions of many who had grown accustomed to benign global liquidity conditions.
The pair ultimately closed the period at 1842.5, representing a modest 1.2% gain, but this headline figure masks considerable turbulence. The maximum drawdown reached 3.6%, while the largest single-bar move of 1.2% underscores the volatility spikes that characterized this era. With 23 decision points embedded in the dataset, traders faced frequent moments requiring calibration of positions and risk exposure. This scenario distills the essence of pre-taper emerging market trading: a relatively contained directional move paired with episodic but sharp reversals that punish complacency.
For decision training, this replay emphasizes process over prediction. The modest net outcome provides a misleading sense of calm without accounting for the psychological toll of absorbing a 3.6% drawdown along the way. Eight of the 23 decision points were flagged as critical, highlighting how clustered uncertainty can be in practice. Participants learn that managing risk during carry trade unwinds requires disciplined position sizing, pre-defined exit levels, and the emotional discipline to hold through drawdowns without abandoning a sound thesis—or to exit when the thesis deteriorates. The scenario serves as a controlled environment to practice these instincts without real capital at stake.