USD/ILS Historical Replay: 2021-11 to 2022-02
Replay 64 daily bars of USD/ILS from 2021-11-24 to 2022-02-21, watching the pair climb 2.2% amid emerging-market inflation stress. Step through 11 decision points—including 4 critical ones—submit your choices, and receive an AI coach review of your historical decision-making.
64 daily bars · 11 decision points · 2021-11 to 2022-02 · Forex
Key facts
This window spans 89 days with a peak-to-trough drawdown of 3.0% and a 5.7% run-up.
- Max drawdown
- −3.0%
- Max run-up
- +5.7%
- Duration
- 89 days
- Largest single-day move
- −1.3%
- 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 replay immerses traders in USD/ILS from November 24, 2021 to February 21, 2022, a period when emerging-market currencies faced intense pressure from surging inflation and a Federal Reserve pivoting toward aggressive tightening. Over 64 daily bars, the Israeli shekel tested its resilience against dollar strength, with inflation dynamics dominating sentiment across both sides of the Atlantic. The scene captures the tension between domestic monetary response and external dollar dynamics that define EM forex risk.
The pair ultimately climbed from 3.1329 to 3.2003, delivering a 2.2% gain for dollar bulls, though the journey was far from smooth. The maximum drawdown reached 3.0%, and the largest single-bar move of 1.3% underscored the volatility inherent in EM forex during policy shifts. Traders navigated 11 decision points—including 4 critical ones—to capture or defend against these swings.
The scenario sharpens skills in several dimensions: process discipline when macroeconomic signals conflict, risk calibration for tail moves in thin EM liquidity, and psychological resilience when central bank rhetoric destabilizes established trends. Navigating this replay builds the judgment needed to balance inflation expectations, policy surprises, and position sizing in volatile cross-market environments.
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