USD/KES Historical Replay: 2017-11 to 2018-05
USD/KES drifted from 102 to 98.727 over 130 daily bars from 2017-11 to 2018-05, with a 4.0% max drawdown. Replay each session, navigate 23 decision points, and receive an AI coach review of your simulated trades.
130 daily bars · 23 decision points · 2017-11 to 2018-05 · Forex
Key facts
This window spans 180 days with a peak-to-trough drawdown of 4.0% and a 2.1% run-up.
- Max drawdown
- −4.0%
- Max run-up
- +2.1%
- Duration
- 180 days
- Largest single-day move
- +2.1%
- 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/KES pair represents one of the most liquid emerging-market currencies against the dollar, trading in the 2010s decade when African forex markets were gaining attention from global participants. This particular replay covers the period from November 15, 2017 to May 14, 2018, a stretch when synchronized global growth narratives and dollar weakness created shifting dynamics for frontier-market currencies like the Kenyan shilling. Navigating this environment required participants to balance evolving macroeconomic signals with the technical pressures of an extended drift lower.
Over the 130 daily bars in this span, the pair drifted from 102 to 98.727, representing a -3.2% depreciation of the dollar against the Kenyan currency. The journey was not monotonic—maximum drawdown of 4.0% tested risk management discipline, while the largest single-bar move of 2.1% underscored how quickly sentiment can shift in thinner EM markets. Traders faced 23 decision points, of which 8 were flagged as critical, demanding repeated reassessment of positions as the trend unfolded.
This replay is valuable for decision training because it strips away hindsight and forces real-time judgment. The modest overall decline with intermittent spikes rewards disciplined position sizing and emotional control rather than bold directional bets. Participants learn that in slow-burning trends, the psychological temptation to overtrade or abandon a thesis at the first drawdown is the true risk—and that a repeatable process matters more than any single outcome.