USD/MXN Historical Replay: 2018-08 to 2018-11
Replay 66 turbulent daily bars of USD/MXN from August to November 2018, when the peso swung 7.9% amid emerging-market stress. Step into each session, tackle 12 decision points, and receive an AI coach review of your simulated calls.
66 daily bars · 12 decision points · 2018-08 to 2018-11 · Forex
Key facts
This window spans 92 days with a peak-to-trough drawdown of 3.6% and a 9.5% run-up.
- Max drawdown
- −3.6%
- Max run-up
- +9.5%
- Duration
- 92 days
- Largest single-day move
- +3.5%
- 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.
Related scenarios
- USD/ALL Historical Replay: 2019-07 to 2020-012019 · Lv.1
- USD/BRL Historical Replay: 2019-07 to 2020-012019 · Lv.2
- USD/CLP Historical Replay: 2019-07 to 2020-012019 · Lv.2
- USD/COP Historical Replay: 2019-07 to 2020-012019 · Lv.1
- USD/CZK Historical Replay: 2019-07 to 2020-012019 · Lv.1
- USD/DOP Historical Replay: 2019-07 to 2020-012019 · Lv.2
Event Replay
What happened — and what it teaches
The replay covers 66 daily bars of USD/MXN from August 22, 2018 to November 22, 2018, capturing a period of intense emerging-market stress. The peso had become a focal point of global risk aversion as the Turkish lira and Argentine peso collapsed, raising questions about contagion across developing economies. Traders and analysts watched Mexico's currency for signs of whether it could withstand the pressure or would succumb to broader emerging-market selling.
The pair moved from 18.7673 to 20.2438, representing a 7.9% depreciation of the peso over roughly three months. The period featured a maximum drawdown of 3.6% and a largest single-bar move of 3.5%, highlighting the intraday volatility traders faced. Twelve decision points were embedded throughout the data, with four deemed critical, testing participants' ability to navigate rapid shifts in sentiment and position sizing.
This scenario sharpens risk management by forcing participants to confront sudden adverse moves of 3.5% within a single session. The 7.9% directional move illustrates how sustained pressure can erode positions if not actively managed. Critical decision points reveal how psychological resilience and discipline separate successful navigation from panic-driven exits during periods of heightened uncertainty.
Featured in the archive