USD/MXN Historical Replay: 2017-11 to 2018-05
Replay 130 daily bars of USD/MXN from November 2017 to May 2018, watching the peso hold within a 9.5% drawdown band. Step through 23 decision points across eight critical inflection moments, receive an AI coach review on each trade, and learn from simulated capital only.
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 9.5% and a 8.8% run-up.
- Max drawdown
- −9.5%
- Max run-up
- +8.8%
- Duration
- 180 days
- Largest single-day move
- +2.2%
- 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/MXN pair entered November 2017 at a delicate juncture. Emerging market currencies were navigating a complex landscape of shifting Fed expectations, North American trade policy uncertainty, and divergent global growth trajectories. The peso, historically sensitive to risk sentiment and energy price fluctuations, faced the dual challenge of external pressure and domestic policy dynamics. This replay captures the tension between structural support levels and the psychological impact of headline risk across a six-month window.
Over the 130 trading days from November 15, 2017 to May 14, 2018, the pair closed essentially flat at 19.236 to 19.5766, a mere 1.8% gain. Yet this seemingly muted net move concealed significant intraperiod turbulence, with a maximum drawdown of 9.5% and a single-bar volatility spike of 2.2%. The market spent considerable time retracing and recovering, rewarding patience and disciplined risk management over directional conviction.
This scenario distills why process matters more than prediction. The 23 decision points—particularly the eight critical inflection moments—force deliberate engagement with position sizing, stop discipline, and the emotional temptation to average into adverse moves. With simulated capital only, practitioners can practice holding through 9.5% drawdowns without the psychological anchors of real loss, building the resilience needed when actual capital is at stake. The lesson: survival through volatility is a prerequisite for capturing long-term trends.