USD/CLP Historical Replay: 2023-02 to 2023-05
Replay 66 turbulent daily bars from Feb to May 2023 as USD/CLP swung through a 6.4% drawdown amid the SVB and Credit Suisse banking crisis. Step through each session, decide at 12 decision points, and receive an AI coach review of your simulated choices.
66 daily bars · 12 decision points · 2023-02 to 2023-05 · Forex
Key facts
This window spans 90 days with a peak-to-trough drawdown of 6.4% and a 7.1% run-up.
- Max drawdown
- −6.4%
- Max run-up
- +7.1%
- Duration
- 90 days
- Largest single-day move
- +4.4%
- 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
The USD/CLP pair entered 2023 in the crosshairs of global capital flows as the decade's first major banking stress test materialized. Between February 6 and May 7, 2023, 66 daily bars captured a currency pair navigating the collapse of Silicon Valley Bank and the emergency takeover of Credit Suisse—a crisis that rippled through emerging-market assets and tested the resilience of Chilean peso positioning. Participants faced 12 decision points, four of them critical inflection moments where directional bias could mean the difference between weathering the storm or being caught in an extended drawdown.
Over the 66-session span, USD/CLP closed at 777.9078 on the first bar and settled at 793.31 on the last—a modest 2.0% net appreciation for the dollar. Yet the real narrative unfolded not in the endpoint but in the turbulence between: a maximum drawdown of 6.4% punished poorly-timed entries, while the largest single session move of 4.4% revealed how quickly liquidity can evaporate in cross-market stress. The net move concealed days of sharp two-way action, turning what appeared directional into a trap for momentum chasers.
This replay teaches that process matters more than prediction in a crisis regime. Twelve decision points become a laboratory for stress-testing position sizing, entry discipline, and the psychological resistance to act when headlines scream in either direction. The 6.4% drawdown warns that no currency is immune to systemic banking contagion, while the 4.4% single-bar spike underscores why stops and conviction must coexist. Trainees learn that surviving a crisis requires neither foresight nor bravado—it demands a repeatable framework applied consistently through fear and greed alike.
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