USD/KRW Historical Replay: 2018-06 to 2018-09
USD/KRW drifted just 0.3% across 66 daily bars into September 2018 as emerging-market currencies absorbed escalating trade-war jitters. Replay the session-by-session tape, navigate 12 decision points, and receive an AI coach review of your simulated choices.
66 daily bars · 12 decision points · 2018-06 to 2018-09 · Forex
Key facts
This window spans 91 days with a peak-to-trough drawdown of 2.6% and a 2.7% run-up.
- Max drawdown
- −2.6%
- Max run-up
- +2.7%
- Duration
- 91 days
- Largest single-day move
- −1.3%
- 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
USD/KRW drifted just 0.3% across 66 daily bars into September 2018 as emerging-market currencies absorbed escalating trade-war jitters. This period, spanning from late June to late September, captured a moment of geopolitical uncertainty when tariffs between the United States and major trading partners created cross-currency ripples. For traders in emerging-market FX, this was a test of conviction—holding positions through noise versus cutting exposure when headlines screamed.
The pair closed at 1114.1, a mere 0.3% gain from the 1110.53 opening, despite the charged backdrop. The market experienced a maximum drawdown of 2.6% during the span, while the largest single-day move reached 1.3%. Across 12 decision points—4 deemed critical—players had to navigate a corridor where obvious directional momentum was absent. The tape was quiet on trend but loud with intraday spikes, rewarding those who could separate signal from noise.
The scenario teaches that external shocks do not always produce proportional market reactions. Participants learn to manage positions when directional conviction is low, to size risk against a 2.6% drawdown tolerance, and to resist overtrading during quiet tape. The psychological discipline required—staying process-driven when headlines dominate—makes this replay a rigorous laboratory for decision-making under geopolitical ambiguity.
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