CAD/CHF Historical Replay: 2014-12 to 2015-05
Replay the CAD/CHF market from 2014-12 to 2015-05, when the cross fell 11.0% across 110 daily bars of regulatory shock. Step through each authentic session, face 19 decision points including 7 critical ones, and receive AI coach feedback on simulated trades.
110 daily bars · 19 decision points · 2014-12 to 2015-05 · Forex
Key facts
This window spans 150 days with a peak-to-trough drawdown of 19.0% and a 14.0% run-up.
- Max drawdown
- −19.0%
- Max run-up
- +14.0%
- Duration
- 150 days
- Largest single-day move
- −16.2%
- Bars
- 110 Daily bars
- Decision points
- 19
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 Swiss franc has long been a safe-haven anchor in G10 currency markets, and the CAD/CHF cross offered traders a way to express views on both commodity-linked and defensive currencies. From December 2014, the market entered a period shaped by regulatory uncertainty as the Swiss National Bank faced mounting pressure over its euro-franc floor policy. For currency traders, this meant navigating an environment where central bank credibility and policy reversals could strike without warning, making risk management and scenario planning essential.
The replay period spans 110 daily bars from 2014-12-08 to 2015-05-07, during which the CAD/CHF close fell from 0.8545 to 0.7609, an 11.0% decline. The market did not move in a straight line: maximum drawdown reached 19.0%, and the largest single-bar move hit 16.2%, underscoring the tail-risk nature of regulatory events. The SNB's eventual decision to abandon the euro-franc peg in January 2015 created cascading volatility across Swiss franc pairs, with CAD/CHF caught in the crossfire. This period serves as a textbook case of how policy reversals can produce outsized moves that quickly invalidate stop-loss levels and risk models calibrated to normal market conditions.
Participants face 19 decision points across the replay, including 7 critical junctures where directional bias or position sizing decisions would have been tested. The scenario trains traders to question their assumptions about central bank commitments, size positions appropriately for low-probability but high-impact outcomes, and maintain emotional discipline when markets gap violently. Successfully navigating this replay requires a disciplined process: define the regulatory risk, size for drawdown scenarios well beyond historical averages, and accept that even well-reasoned trades can face 16.2% intraday reversals before recovering.
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