CAD/CHF Historical Replay: 2010-11 to 2011-05
Relive 130 daily bars as the CAD/CHF cross slid 7.2% from 0.9745 to 0.904 during the 2010-11 to 2011-05 Swiss franc flight. You replay the market day-by-day, navigate 23 decision points, and receive an AI coach review of your simulated choices.
130 daily bars · 23 decision points · 2010-11 to 2011-05 · Forex
Key facts
This window spans 181 days with a peak-to-trough drawdown of 9.4% and a 5.5% run-up.
- Max drawdown
- −9.4%
- Max run-up
- +5.5%
- Duration
- 181 days
- Largest single-day move
- −2.4%
- Bars
- 130 Daily bars
- Decision points
- 23
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 CAD/CHF cross entered a period of exceptional stress in late 2010 as global investors sought Swiss franc safety amid mounting European sovereign debt concerns. The Canadian dollar, typically driven by commodity markets and domestic monetary policy, suddenly faced headwinds from shifting risk appetite across global markets. This 130-bar replay captures the currency pair during a historical episode where traditional fundamental drivers yielded to capital flight dynamics.
The replay documents a decline of 7.2%, from 0.9745 to 0.904, across the 2010-11-17 to 2011-05-17 window. The maximum drawdown of 9.4% tested the resolve of anyone holding long CAD positions, while the largest single-bar move of 2.4% illustrates the volatility spikes that accompany crisis periods in G10 crosses. Eight critical decision points punctuate this five-month stretch, each demanding real-time assessment under uncertainty.
Participants face 23 decision points designed to sharpen three core competencies: disciplined position sizing against potential drawdowns, objective evaluation of whether moves represent trend continuations or temporary dislocations, and emotional regulation when markets move against established theses. The scenario teaches that surviving crises requires not prediction but process—having predetermined criteria for entry, scaling, and exit before volatility arrives.