AUD/CHF Historical Replay: 2015-06 to 2015-12
Replay 116 daily bars of AUD/CHF from June to December 2015, navigating an 8.5% drawdown across 20 policy-driven decision points. Make your choices bar by bar, then review each call with an AI coach in a simulated, educational training environment.
116 daily bars · 20 decision points · 2015-06 to 2015-12 · Forex
Key facts
This window spans 162 days with a peak-to-trough drawdown of 8.5% and a 12.6% run-up.
- Max drawdown
- −8.5%
- Max run-up
- +12.6%
- Duration
- 162 days
- Largest single-day move
- −2.7%
- Bars
- 116 Daily bars
- Decision points
- 20
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
AUD/CHF entered the second half of 2015 as a proxy for the shifting landscape of G10 monetary policy. The period from June 30 to December 9 encompassed 116 daily bars and coincided with a pivotal moment in global currency dynamics: the August 2015 renminbi exchange reform. This reform rippled across currency markets, challenging traders to navigate 20 policy-driven decision points, 7 of which proved critical. The scenario captures a market where the traditional safe-haven franc and the commodity-linked Aussie created a volatile cross that responded sharply to policy signals from multiple central banks.
The pair closed the period virtually flat at 0.7187 to 0.7172, a net move of just -0.2%. Yet this modest headline figure conceals the turbulence within: an 8.5% maximum drawdown tested positions repeatedly, while the largest single-bar move of 2.7% demonstrated how policy surprises could deliver sudden, large swings. For traders managing directional exposure, the gap between the serene endpoint and the volatile journey created the core tension of the period.
This replay trains participants to manage risk when the macro narrative is clear but the execution path is treacherous. The disconnect between a small net loss and a large drawdown teaches that surviving volatility is as important as capturing direction. Facing 20 decision points, learners practice the discipline of cutting losses, sizing positions, and maintaining composure when 2.7% intraday moves test conviction. In the simulated environment, each call is reviewed by an AI coach, turning historical turbulence into structured lessons on process, risk calibration, and psychological resilience.