CHF/JPY Historical Replay: 2011-06 to 2011-12
Replay CHF/JPY from June to December 2011 as the pair slid 12.7% amid a G10 crisis. Step through 122 daily bars, tackle 21 decision points, and receive an AI coach review in this simulated educational exercise.
122 daily bars · 21 decision points · 2011-06 to 2011-12 · Forex
Key facts
This window spans 172 days with a peak-to-trough drawdown of 22.3% and a 11.9% run-up.
- Max drawdown
- −22.3%
- Max run-up
- +11.9%
- Duration
- 172 days
- Largest single-day move
- −8.0%
- Bars
- 122 Daily bars
- Decision points
- 21
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 mid-2011 the CHF/JPY cross sat at the intersection of two currencies traditionally sought by investors fleeing risk. The six-month window from June 23 to December 12, 2011 placed traders inside a G10 crisis environment dominated by the August US credit-rating downgrade, a shock that rippled across global markets and reshaped safe-haven flows. Participants entered this replay to confront 122 daily bars and 21 decision points, seven of them flagged as critical, all set within a period where conventional market relationships were being rewritten in real time.
What unfolded over those months was a sustained depreciation of the cross. The closing level fell from 96.008 to 83.824, representing a net move of -12.7%. The journey was anything but smooth: the pair experienced a maximum drawdown of 22.3%, and a single daily bar delivered an 8.0% swing—enough to test any position sizing model. Risk-off sentiment that should have strengthened both currencies did not treat them equally, and the resulting asymmetry forced traders to reassess assumptions about correlated safe-haven behavior under stress.
The replay distills three lasting lessons. First, process matters more than prediction: navigating 122 bars requires discipline to wait for setups rather than reacting to every tremor. Second, risk calibration must account for outlier days; a single 8.0% bar can overwhelm portfolios sized for normal conditions. Third, psychology is the ultimate variable—seven critical decision points across volatile swings separate traders who manage fear from those who are managed by it. This scenario remains a rigorous classroom for anyone building systematic edge in chaotic markets.
Featured in the archive