USD/MXN Historical Replay: 2018-07 to 2018-10
Replay 64 daily bars across the 2018 emerging-market stress window from 2018-07-09 to 2018-10-04. You step through authentic decision points, navigate a 3.8% max drawdown, and receive an AI coach review in a simulated, educational environment.
64 daily bars · 11 decision points · 2018-07 to 2018-10 · Forex
Key facts
This window spans 87 days with a peak-to-trough drawdown of 3.8% and a 5.0% run-up.
- Max drawdown
- −3.8%
- Max run-up
- +5.0%
- Duration
- 87 days
- Largest single-day move
- +1.8%
- Bars
- 64 Daily bars
- Decision points
- 11
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 the third quarter of 2018 against a backdrop of acute emerging-market stress. The period from July 9 to October 4 coincided with the Turkish lira crisis and broader Argentine instability, creating significant volatility across EM currency markets. This 64-day window presents traders with an authentic historical case study of how macro crises propagate through developing-nation FX markets. The scenario's four critical decision points force participants to navigate rapidly shifting sentiment without the benefit of hindsight.
Across the replay, USD/MXN moved from 19.1777 to 19.1031, a net -0.4% change that masks considerable turbulence. The market experienced a 3.8% maximum drawdown and witnessed a 1.8% single-bar move at peak volatility. With 11 decision points embedded across the 64-bar dataset, participants faced repeated moments where positioning and risk management determined outcomes. The challenge lies not in predicting direction but in maintaining discipline when daily swings exceed typical ranges.
This replay trains the mental muscles that markets demand: process fidelity when narratives shift hourly, position sizing that survives extended drawdowns, and psychological resilience under simulated loss pressure. By confronting these pressures in a controlled educational setting, participants can identify behavioral gaps before they cost real capital. The takeaway is not which trades worked but how decision quality holds under emerging-market stress.
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