USD/RSD Historical Replay: 2020-11 to 2021-05
Replay 130 daily bars of the USD/RSD from 2020-11-17 to 2021-05-16 as the pair drifted -2.6% amid reflation flows. You work through 23 decision points day by day, then receive an AI coach review of your choices. Educational simulation with no real capital at risk.
130 daily bars · 23 decision points · 2020-11 to 2021-05 · Forex
Key facts
This window spans 180 days with a peak-to-trough drawdown of 4.0% and a 4.6% run-up.
- Max drawdown
- −4.0%
- Max run-up
- +4.6%
- Duration
- 180 days
- Largest single-day move
- −1.1%
- 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 replay opens in November 2020, when markets were processing the early stages of post-pandemic reflation. The USD/RSD pair, tracking dollar strength against Serbia's currency, became a quiet laboratory for understanding how emerging-market rates absorb global risk-appetite shifts. Over 130 daily bars spanning to mid-May 2021, participants navigate the subtle interplay between Fed policy signals, commodity surges, and Balkan economic data—all while the pair drifts without dramatic catalysts.
What unfolds is a measured depreciation: the rate closes at 96.0635 from an opening of 98.63, representing a -2.6% move that masks considerable intraday texture. The max drawdown of 4.0% and largest single-bar move of 1.1% reveal a market that rewards patience over aggression. Across 23 decision points, including 8 critical junctures, traders must decide whether to lean with the trend, fade it, or stand aside—and live with the consequences of each posture.
This scenario excels as a decision-training vehicle because it strips away the noise of high-volatility events. The gentle drift forces participants to confront position sizing, the cost of false signals, and the psychological temptation to overtrade a range-bound market. Success here is not measured by heroic calls but by disciplined process: knowing when the setup justifies action and when restraint protects capital from erosion.