GBP/CHF Historical Replay: 2006-12 to 2007-06
Relive a 128-day GBP/CHF stretch with a 5.3% drawdown across the 2006-12 to 2007-06 window. You replay each session, face 22 decision points, and receive an AI coach review—simulated capital, purely educational.
128 daily bars · 22 decision points · 2006-12 to 2007-06 · Forex
Key facts
This window spans 176 days with a peak-to-trough drawdown of 5.3% and a 4.7% run-up.
- Max drawdown
- −5.3%
- Max run-up
- +4.7%
- Duration
- 176 days
- Largest single-day move
- −1.6%
- 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.
Event Replay
What happened — and what it teaches
In late 2006, the GBP/CHF cross sat at the intersection of two powerful forces: Britain's rate advantage supporting sterling and the Swiss franc's traditional safe-haven appeal. The six-month window from December 2006 through June 2007 placed traders inside one of the decade's most volatile G10 forex stretches, where carry-trade positioning and risk-appetite shifts created sudden reversals. With 22 scheduled decision points—eight flagged as critical—participants would navigate this market without knowing in advance which sessions would demand immediate tactical responses.
The numbers define a modest net outcome but a turbulent journey. Starting from 2.3798, the pair closed at 2.4541, delivering a 3.1% gain over 128 daily bars. That headline figure conceals a 5.3% maximum drawdown and a largest single-bar move of 1.6%, meaning participants endured significant intraperiod stress to capture what ultimately proved a positive return. Every percentage point of that drawdown tested position sizing, stop discipline, and conviction in the face of adverse movement.
This replay sharpens three core competencies. First, it forces traders to act without future knowledge—accepting that rational decisions can still produce uncomfortable drawdowns. Second, it reveals how volatility clusters around macro events, making position management more consequential than directional conviction. Third, it trains emotional discipline: sitting through a 5.3% equity decline while holding a thesis requires psychological resilience that simulated scenarios uniquely build. The goal is not predicting the next move but developing the process that survives whatever the market delivers.
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