USD/COP Historical Replay: 2018-04 to 2018-07
Replay 66 turbulent days of USD/COP from April to July 2018, when the largest single move reached 4.9%. Walk through twelve decision points, face four critical ones, and receive an AI coach review as you simulate this emerging-market crisis.
66 daily bars · 12 decision points · 2018-04 to 2018-07 · Forex
Key facts
This window spans 91 days with a peak-to-trough drawdown of 4.4% and a 10.1% run-up.
- Max drawdown
- −4.4%
- Max run-up
- +10.1%
- Duration
- 91 days
- Largest single-day move
- +4.9%
- 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/COP pair entered a turbulent three-month period from April to July 2018 as emerging market currencies came under intense global pressure. During these 66 trading days, the Colombian peso faced headwinds from shifting monetary policy expectations, geopolitical tensions affecting commodity prices, and contagion fears sparked by currency crises in other developing nations. Participants navigating this scenario confronted a classic emerging-market stress test where political developments, commodity dynamics, and external financing conditions could shift rapidly.
Over the full replay window, the USD/COP closed at 2822.5 from an opening level of 2792, representing a modest 1.1% peso depreciation overall. This headline number masks significant turbulence: the largest single trading day saw a 4.9% move, while peak-to-trough drawdown reached 4.4%. The gap between the net outcome and intra-period volatility reveals how quickly positions can swing from comfortable to critical during EM crises, where overnight developments can dwarf weeks of gradual drift.
The scenario presents twelve distinct decision points, including four critical junctures demanding careful risk calibration. Effective navigation requires managing drawdown exposure, avoiding reactive decisions driven by recent losses, and maintaining strategic flexibility when market structure fundamentally shifts. This historical period illustrates the critical distinction between having a systematic approach and the psychological fortitude to execute it under sustained pressure—a vital skill for emerging market participants.
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