NZD/CHF Historical Replay: 2006-12 to 2007-06
Replay 128 days of NZD/CHF history from December 2006 to June 2007, capturing a 10.3% climb and a 6.0% drawdown. Walk through 22 decision points—including 8 critical moments—day by day, then receive an AI coach review of each simulated choice for educational reflection.
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 6.0% and a 14.6% run-up.
- Max drawdown
- −6.0%
- Max run-up
- +14.6%
- Duration
- 176 days
- Largest single-day move
- −2.7%
- 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 New Zealand dollar against the Swiss franc occupied a quiet corner of the G10 foreign exchange landscape. The data span from 2006-12-18 to 2007-06-12 captures 128 daily bars of authentic price action in this cross, a period when carry trade dynamics and risk appetite shifts drove coordinated moves across currency markets. Eight of the 22 decision points scattered across this replay are flagged as critical, demanding sharper judgment than the quieter stretches between them.
The replay closes with NZD/CHF climbing from 0.8442 to 0.9314, delivering a 10.3% cumulative move over the six-month window. Yet the journey was far from a steady ascent. A maximum drawdown of 6.0% tested any commitment to the long position, and the largest single-bar move of 2.7% reminded traders that volatility can snap without warning in either direction. The crash tag on this scenario reflects not a single catastrophic collapse but a series of sharp reversals that punished late entries and rewarded disciplined risk management.
For decision training, this replay forces reflection on two persistent tensions: the difference between a trending environment and a volatile range, and the psychological trap of averaging down during drawdowns. The 6.0% peak-to-trough decline arrived early enough to test conviction, while the subsequent recovery demanded patience over impulse. Participants must confront whether their simulated choices respected position sizing when 2.7% single-day swings occurred, and whether they allowed the 22 decision points to interrupt automatic pilot rather than react after the fact.
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