CHF/JPY Historical Replay: 2013-01 to 2013-05
From January to May 2013, CHF/JPY climbed from 99.89 to 104.97 as Abenomics reshaped yen sentiment across 86 daily bars. Replay each session, tackle 15 decision points with five critical, and receive an AI coach review in a simulated training environment.
86 daily bars · 15 decision points · 2013-01 to 2013-05 · Forex
Key facts
This window spans 118 days with a peak-to-trough drawdown of 4.6% and a 8.9% run-up.
- Max drawdown
- −4.6%
- Max run-up
- +8.9%
- Duration
- 118 days
- Largest single-day move
- +4.3%
- Bars
- 86 Daily bars
- Decision points
- 15
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 early 2013, the Swiss franc versus Japanese yen pair entered a pivotal transition as Abenomics began reshaping yen sentiment across global currency markets. G10 forex traders faced a complex environment where monetary policy divergence created asymmetric opportunities and risks. This replay spans January through May, placing participants in historical decision moments to experience how policy-driven currency shifts unfold bar by bar.
Over the 86 daily bars from January 31 to May 29, 2013, CHF/JPY climbed from 99.89 to 104.97, representing a 5.1% directional move. The journey was far from smooth—participants navigated a maximum drawdown of 4.6% and faced the psychological challenge of a 4.3% single-bar move. With 15 decision points including five critical junctures, the scenario demanded both strategic positioning and disciplined risk management to capture trend evolution without succumbing to volatility-induced errors.
This replay illuminates core tensions in policy-driven currency trading: distinguishing structural shifts from temporary noise, managing drawdowns without abandoning sound thesis, and maintaining psychological resilience when large bars test conviction. Traders sharpen instincts for identifying inflection points, sizing positions around volatility clusters, and building systematic approaches that survive real-time emotional turbulence.
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