USD/KRW Historical Replay: 2018-10 to 2019-01
Replay 64 turbulent daily bars from the 2018-10 to 2019-01 USD/KRW window, a period that absorbed a 3.0% drawdown. Step through each session, tackle 4 critical decision points, and receive an AI coach review of your simulated capital choices.
64 daily bars · 11 decision points · 2018-10 to 2019-01 · Forex
Key facts
This window spans 90 days with a peak-to-trough drawdown of 3.0% and a 2.1% run-up.
- Max drawdown
- −3.0%
- Max run-up
- +2.1%
- Duration
- 90 days
- Largest single-day move
- −1.1%
- 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/KRW pair presents a high-stakes emerging-market replay set during the final quarter of 2018 and the opening weeks of 2019. Over 64 daily bars spanning from October 23, 2018 to January 21, 2019, traders confront the delicate balance between dollar strength and won vulnerability during a period of broad emerging-market stress. The scenario captures a market where small shifts in the closing price carry meaningful profit-and-loss implications for forex positions.
The replay data shows a modest net decline of 1.0% in the dollar against the won, with the pair closing at 1125.79 from an opening of 1136.64. However, this headline figure masks considerable turbulence beneath the surface. The maximum drawdown reached 3.0%, while the largest single-bar move hit 1.1%, revealing hidden volatility that could quickly erode positions not sized for surprise moves. Across the 64 sessions, 11 decision points emerged, of which 4 proved critical to the period's outcome.
This replay teaches traders to manage positions when direction is clear but the path is chaotic. The gap between the small net move and the large intra-period drawdown challenges assumptions about trending versus ranging behavior. Participants must practice sizing risk for periods where the largest move occurs unpredictably, sharpening both technical discipline and emotional resilience under the pressure of sudden reversals.
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