USD/PEN Historical Replay: 2018-04 to 2018-07
Replay 66 turbulent daily bars of USD/PEN from April to July 2018, when the pair absorbed a 13.4% drawdown. You step through 12 decision points, including 4 critical ones, and receive an AI coach review of your choices in this simulated educational scenario.
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 13.4% and a 17.4% run-up.
- Max drawdown
- −13.4%
- Max run-up
- +17.4%
- Duration
- 91 days
- Largest single-day move
- +13.0%
- 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 US dollar against the Peruvian sol represented a classic emerging-market currency pair in 2018, when global risk sentiment shifted and capital flows into Latin America became erratic. From April 8 to July 8, traders navigating this 66-bar period faced a market defined by uncertainty: dollar strength globally, domestic Peruvian economic pressures, and contagion fears from larger emerging economies. The central question for anyone replaying this scenario is straightforward yet brutal—was your risk management disciplined enough to survive what came next?
The numbers reveal a market that punished complacency. The pair endured a 13.4% drawdown, with a single trading day capable of producing a 13.0% move. Yet when the period closed, the net result was merely a -0.7% decline from 3.2301 to 3.2059. The trap was clear: dramatic intraday volatility created panic and forced exits at the worst moments, while those who held rational positions found the damage largely healed by period end. This asymmetry between maximum drawdown and final outcome is the defining feature of EM currency crises.
For decision training, this scenario teaches three hard lessons. First, position sizing must account for scenarios that seem extreme but occur with alarming regularity in emerging FX. Second, the psychological discipline to endure a 13.4% drawdown—realized or paper—is far rarer than technical analysis. Third, distinguishing noise from signal in a 13.0% single-bar move separates disciplined traders from those who become victims of their own fear. This replay is not about predicting direction; it is about surviving the journey to make that prediction meaningful.
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