USD/ILS Historical Replay: 2023-03 to 2023-06
Replay 68 daily bars of USD/ILS from 2023-03-22 to 2023-06-22, absorbing a 5.2% drawdown across the SVB and Credit Suisse banking turmoil. Step into 12 decision points, defend your calls under simulated capital, and receive an AI coach review.
68 daily bars · 12 decision points · 2023-03 to 2023-06 · Forex
Key facts
This window spans 92 days with a peak-to-trough drawdown of 5.2% and a 5.8% run-up.
- Max drawdown
- −5.2%
- Max run-up
- +5.8%
- Duration
- 92 days
- Largest single-day move
- −2.1%
- Bars
- 68 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
In the spring of 2023, the USD/ILS pair became a pressure gauge for global banking contagion. From March 22 to June 22, 68 daily bars captured an emerging-market currency caught between dollar demand during risk-off episodes and Israeli economic sensitivities to global financial stability. The SVB collapse and Credit Suisse unraveling created an unusual test environment where traditional safe-haven dynamics clashed with EM-specific fragilities.
The closing price shifted from 3.6564 to 3.6288, delivering a net -0.8% move that conceals the turmoil beneath. The max drawdown reached 5.2% across the period, while the largest single-bar move hit 2.1%, indicating that directional bets faced sharp reversal risks. Twelve decision points punctuated this span, four of them critical junctures where positioning choices carried outsized consequences for portfolio resilience.
This replay sharpens three core competencies. First, process discipline: navigating 5.2% drawdowns without abandoning defined strategies. Second, risk calibration: sizing positions to survive 2.1% intraday shocks without margin stress. Third, psychological anchoring: maintaining analytical clarity when headlines scream banking collapse while price action merely wobbles. The educational value lies not in predicting the next crisis but in building repeatable decision architecture under uncertainty.
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