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USD/TND Historical Replay: 2018-04 to 2018-07

ForexEmerging MarketsTRCrisis2018-04 to 2018-07Difficulty 2/5FreeView charts

Replay 66 daily bars from April to July 2018 as a sudden 7.4% USD/TND surge unfolds under emerging-market stress. Step through each authentic session, face 12 decision points, and receive an AI coach review of your simulated choices.

66K lines
12Decision points
2Difficulty
DailyGranularity

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 2.5% and a 10.1% run-up.

Max drawdown
−2.5%
Max run-up
+10.1%
Duration
91 days
Largest single-day move
+2.7%
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

How to play
  1. The market advances day by day. You only see candles up to the current day — as if you were really there.

  2. At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.

  3. 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

In the spring of 2018, the Tunisian dinar faced mounting pressure as broader emerging-market sentiment soured. The replay spans 66 daily bars from April 8 to July 8, placing participants directly inside a period when USD/TND became a focal point of regional currency stress. With 12 decision points woven into the timeline—including 4 critical junctures—traders confront the challenge of navigating an illiquid EM pair under uncertainty without the comfort of hindsight.

The data reveals a steady 7.4% appreciation of the US dollar against the dinar, with the close moving from 2.4261 to 2.6055. The journey was not linear: a maximum drawdown of 2.5% tested early positions, while the largest single-bar move of 2.7% demanded rapid assessment of whether the move represented noise or the beginning of a sustained trend. Each session reflects authentic market behavior from that quarter-century in the 2010s.

This replay sharpens three core competencies. First, process discipline: participants must articulate entry and exit rules before prices move. Second, risk calibration: understanding how a 2.7% single-bar spike translates to position sizing on a thinly traded cross. Third, psychological resilience: resisting the urge to double down on a losing view when EM headlines turn hostile. The scenario strips away prediction and focuses on decision quality under pressure.