USD/TND Historical Replay: 2018-08 to 2018-11
Replay 66 turbulent days across the 2018 emerging-market crisis as USD/TND climbs from 2.7312 to 2.8206 against a backdrop of Turkey and Argentina turmoil. Step through each daily bar, face 4 critical decision points, and receive an AI coach review of your simulated choices.
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 3.8% and a 7.3% run-up.
- Max drawdown
- −3.8%
- Max run-up
- +7.3%
- Duration
- 92 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
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
In August 2018, the Tunisian dinar faced mounting pressure as a wave of emerging-market contagion swept across frontier currencies. Turkey's currency crisis and Argentina's balance-of-payments emergency triggered a broad selloff in EM assets, pushing the USD/TND from its August 22 starting point into a period of sustained appreciation. For 66 trading days until November 22, traders navigating this replay faced the challenge of positioning through simultaneous macro shocks hitting multiple economies at once.
The replay captures the dinar's 3.3% climb from 2.7312 to 2.8206 against a backdrop of elevated volatility. The 3.8% maximum drawdown tested risk management disciplines, while intraday swings reaching 2.7% in single bars demanded real-time position sizing decisions. Twelve decision points punctuated this stretch, with four marked as critical junctures where directional conviction and stop-loss discipline were most severely examined.
This scenario distills core lessons in process over prediction. Participants must practice distinguishing between systemic EM stress and currency-specific vulnerabilities when calibrating exposure. The psychological test lies in resisting recency bias when a 2.7% single-bar move challenges conviction, and in adhering to pre-defined risk limits despite the 3.8% drawdown environment. Decision training here emphasizes that surviving volatile periods requires disciplined frameworks, not directional certainty.
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