NZD/CHF Historical Replay: 2010-11 to 2011-05
Replay the 2010-11 to 2011-05 NZD/CHF slide, where the pair fell 9.7% across 130 daily bars and suffered a 16.3% drawdown. Walk through each session, confront 23 decision points, and receive AI coach feedback in a simulated, educational environment.
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 16.3% and a 9.9% run-up.
- Max drawdown
- −16.3%
- Max run-up
- +9.9%
- Duration
- 181 days
- Largest single-day move
- −2.9%
- 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 New Zealand dollar versus Swiss franc pairing represents one of the G10 forex market's more volatile relationships, blending a commodity-linked growth currency with a traditional safe-haven hub. This replay covers 130 daily bars from mid-November 2010 through mid-May 2011, a period when European sovereign debt concerns reshaped global capital flows. Participants enter a simulated environment to confront this historically charged episode, facing 23 decision points that mirror the real pressures traders navigated at the time.
The closing price fell from 0.7652 to 0.6911, delivering a 9.7% decline over the data span. Yet the headline figure understates the turbulence: the maximum drawdown reached 16.3%, and a single daily bar moved as much as 2.9%. Eight of the 23 decision points were flagged as critical, demanding sharper judgment under pressure. The replay forces participants to experience how a sustained downtrend compounds risk even when individual sessions appear manageable.
For decision training, the scenario tests three core competencies. First, process discipline: participants must stick to rules when volatility spikes rather than chasing price or widening stops irrationally. Second, risk calibration: a 16.3% drawdown on a G10 pair underscores that conventional position sizing can prove inadequate during crisis regimes. Third, psychological resilience: navigating eight critical points without panic or paralysis builds the mental framework necessary for long-term consistency. The historical framing grounds these lessons in observable market behavior rather than abstract theory.