USD/KRW Historical Replay: 2025-11 to 2026-05
Replay 128 days of USD/KRW from November 2025 through May 2026, a span that includes a 4.7% drawdown and a 2.2% single-bar shock. Step through each trading day, make your own calls at 22 decision points, and receive an AI coach review of your simulated historical choices.
128 daily bars · 22 decision points · 2025-11 to 2026-05 · Forex
Key facts
This window spans 180 days with a peak-to-trough drawdown of 4.7% and a 6.3% run-up.
- Max drawdown
- −4.7%
- Max run-up
- +6.3%
- Duration
- 180 days
- Largest single-day move
- −2.2%
- Bars
- 128 Daily bars
- Decision points
- 22
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.
Related scenarios
- USD/IDR Historical Replay: 2025-11 to 2026-052025 · Lv.1
- USD/PHP Historical Replay: 2025-11 to 2026-052025 · Lv.1
- USD/THB Historical Replay: 2025-11 to 2026-052025 · Lv.1
- USD/IDR Historical Replay: 2025-02 to 2025-082025 · Lv.1
- USD/KRW Historical Replay: 2025-02 to 2025-082025 · Lv.1
- USD/MYR Historical Replay: 2025-02 to 2025-082025 · Lv.1
Event Replay
What happened — and what it teaches
The scenario replays USD/KRW across 128 trading days from November 2025 through May 2026, placing participants inside the volatile crosscurrents of an emerging-market currency during a period marked by geopolitical tension. The Korean won sits at the intersection of global risk appetite, U.S. monetary signals, and regional security dynamics. What was at stake was not merely directional conviction but the ability to navigate a market where headlines could reverse sentiment within hours, and where position sizing and exit discipline determined whether a trader's thesis survived the noise.
The data reveals a market that moved with deceptive quietness over the full period: the pair rose from 1468.71 to 1489.84, a modest 1.4% gain that conceals the turbulence beneath the surface. The maximum drawdown of 4.7% and a single-bar shock of 2.2% underscore how quickly and violently EM spreads can reprice. With 22 decision points embedded in the replay, including 8 deemed critical, the scenario forces participants to act with incomplete information, manage exposure through volatility spikes, and avoid the trap of anchoring on the serene closing level while ignoring the violent swings that defined the journey.
This replay sharpens the distinction between prediction and process. The modest net outcome masks an experience rich with drawdown management, stop-loss discipline, and the psychological trial of holding positions through adverse moves. Participants learn that in war-adjacent EM scenarios, the edge lies not in forecasting geopolitics but in building resilient systems that survive surprise. The eight critical decision points become case studies in composure, where the cost of reactive choices is measured against the value of adhering to a well-constructed plan under pressure.