USD/CHF Historical Replay: 2014-12 to 2015-05
Replay 110 daily bars of USD/CHF from December 2014 through May 2015, a stretch that saw a 16.2% drawdown. Walk through 19 decision points, including 7 critical ones, and receive an AI coach review of your simulated choices.
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 16.2% and a 18.1% run-up.
- Max drawdown
- −16.2%
- Max run-up
- +18.1%
- Duration
- 150 days
- Largest single-day move
- −16.1%
- 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 USD/CHF pair entered December 2014 in an environment shaped by evolving regulatory expectations around Swiss monetary policy. This five-month replay spans 110 daily bars from December 8, 2014 through May 7, 2015, covering a period where central bank communications and policy shifts created sustained uncertainty across G10 FX markets. For traders, the stakes involved navigating not only directional currency moves but also the psychological strain of operating in a market where policy-driven volatility could materialize without warning.
The price action delivered precisely the kind of environment this replay is designed to simulate. The close moved from 0.9782 to 0.9217, representing a -5.8% decline over the period. Yet the headline percentage understates the turbulence: the maximum drawdown reached 16.2%, and the largest single-bar move measured 16.1%. Across the replay, traders faced 19 decision points, with 7 classified as critical moments where positioning and risk management decisions carried heightened consequence. The gap between the net change and peak-to-trough damage captures why this era remains instructive.
This scenario sharpens three competencies central to disciplined trading. First, process: systematic preparation for known catalysts prevents improvisation when volatility spikes. Second, risk: a 16.2% drawdown underscores the cost of under-sizing buffers or over-concentrating in a single pair. Third, psychology: navigating 7 critical nodes without capitulating requires emotional regulation routines that most traders underdevelop. The 16.1% single-bar move serves as a reminder that tail events, not averages, often define outcomes. Completing this replay builds intuition for the moments when discipline matters most.
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