EUR/CHF Historical Replay: 2014-12 to 2015-05
Replay EUR/CHF from December 2014 and face the Swiss franc's historic 17.2% single-day surge against the euro in a simulated decision-training scenario. Walk through 19 decision points across 110 daily bars with an AI coach review.
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 18.6% and a 10.0% run-up.
- Max drawdown
- −18.6%
- Max run-up
- +10.0%
- Duration
- 150 days
- Largest single-day move
- −17.2%
- 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
In December 2014, the EUR/CHF foreign exchange market entered a precarious phase. The Swiss National Bank had defended a 1.20 floor against the euro for years, making the franc's peg a cornerstone of monetary policy credibility. For traders and risk managers, this era represented a tension between the apparent stability of a managed exchange rate and the hidden risks of one-sided positioning. The period from December 2014 through May 2015 would test whether that stability was real or illusory.
The data span of 110 daily bars from 2014-12-08 to 2015-05-07 tells a dramatic story. The pair moved from 1.2027 to 1.0364, a decline of -13.8%. The maximum drawdown reached 18.6%, and the largest single-bar move hit an extraordinary 17.2% when the floor was abandoned. Across these months, participants faced 19 decision points, with 7 deemed critical for navigating the volatility.
This replay teaches that policy commitments carry tail risks that standard models underestimate. The decision training here focuses on process: recognizing when consensus positioning becomes vulnerable, maintaining discipline during gap events, and managing psychology when a once-stable market erupts. The 2010s vintage of this crisis reminds us that central bank credibility is not permanent, and that risk management must account for regime shifts rather than assuming continuity.
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