USD/PLN Historical Replay: 2018-11 to 2019-05
Replay 130 daily bars of USD/PLN from November 2018 through May 2019, capturing a 2.8% drawdown within a 1.3% net move. Step through 23 decision points and receive an AI coach review of each simulated trade — purely educational, with no real capital at risk.
130 daily bars · 23 decision points · 2018-11 to 2019-05 · Forex
Key facts
This window spans 180 days with a peak-to-trough drawdown of 2.8% and a 3.5% run-up.
- Max drawdown
- −2.8%
- Max run-up
- +3.5%
- Duration
- 180 days
- Largest single-day move
- +1.5%
- Bars
- 130 Daily bars
- Decision points
- 23
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/PLN pair sits at the crossroads of a major central‑bank policy shift in the late 2010s. Between 2018‑11‑15 and 2019‑05‑14, 130 daily bars of this emerging‑market forex instrument record how traders navigated a period when the Federal Reserve pivoted from tightening to a more dovish stance, affecting dollar demand and risk sentiment across the globe. The replay challenges participants to assess policy cues, liquidity conditions and the subtle balance between a currency’s carry appeal and its exposure to external shocks.
Over the 130‑day window the close price moved from 3.795 to 3.8448, a net appreciation of 1.3 % for the dollar against the złoty. Within that modest net move the market experienced a maximum drawdown of 2.8 % and its most volatile single‑day swing reached 1.5 %. Traders faced 23 decision points, eight of which were flagged as critical, demanding timely adjustments to position sizing, stop‑loss placement or exposure to the policy‑driven volatility.
The scenario underscores that in policy‑driven markets process matters more than the final price outcome. Practising the identification of Fed signal shifts, calibrating risk against a 2.8 % drawdown tolerance, and managing the psychological pressure of a 1.5 % intraday spike sharpen decision discipline. Each of the 23 decision points becomes a learning node: a chance to test entry logic, refine exit rules and build the emotional resilience required to stay within risk parameters when the market’s direction is dominated by central‑bank rhetoric.
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