NZD/CHF Historical Replay: 2014-12 to 2015-05
Replay 110 days of NZD/CHF from December 2014, watching the pair slide 8.6% into May 2015. Step through 19 decision points, including 7 critical ones, and receive AI coach feedback on each call—simulated capital, pure market-history education.
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 18.1% and a 14.2% run-up.
- Max drawdown
- −18.1%
- Max run-up
- +14.2%
- Duration
- 150 days
- Largest single-day move
- −14.8%
- 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 replay covers 110 trading days from December 8, 2014 to May 7, 2015—a period defined by extraordinary central bank intervention in Europe. The Swiss National Bank's shock decision on January 15, 2015 to abandon its EUR/CHF floor sent tremors across global foreign exchange markets, creating sudden and severe volatility in CHF-linked pairs. NZD/CHF traders entered an environment where one unexpected policy shift could override weeks of technical analysis and fundamental positioning.
The pair declined from 0.7507 to 0.6858 over the full period, a loss of -8.6%. Yet the aggregate figure obscures the true nature of the journey: the maximum drawdown reached 18.1%, and the largest single-bar move measured 14.8%—a reflection of the violent dislocation triggered by the SNB announcement. Participants navigated 19 decision points across these 110 days, with 7 classified as critical moments demanding immediate strategic reassessment. The gap between headline return and actual trading experience underscores how period statistics can mask the stress embedded in market history.
This replay teaches that central bank policy remains an asymmetric risk factor that can invalidate established market assumptions overnight. Decision training here centers on three pillars: position sizing that anticipates tail-risk events, the discipline to reassess when the fundamental landscape shifts without warning, and psychological resilience to avoid locking in losses during periods of maximum uncertainty. The scenario demonstrates that surviving volatility often matters more than capturing directional opportunity.
Featured in the archive