AUD/JPY Historical Replay: 2015-06 to 2015-12
Replay the 2015 AUD/JPY tumble from 94.1096 to 88.774 — a 5.7% slide driven by policy shocks. Step through 116 daily bars, face 20 decision points, and get AI coach feedback on simulated trades.
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 12.3% and a 9.4% run-up.
- Max drawdown
- −12.3%
- Max run-up
- +9.4%
- Duration
- 162 days
- Largest single-day move
- −3.5%
- 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
The second half of 2015 presented G10 currency traders with one of the decade's most instructive policy-driven environments. The AUD/JPY cross, sensitive to both commodity cycles and risk sentiment, sat at the fulcrum of shifting monetary expectations as major central banks moved on different timelines. China's August currency reform reshaped regional market assumptions overnight, creating secondary effects that rippled through antipodean and yen flows. For anyone replaying this era, the stakes were clear: understanding how policy surprises cascade through correlated pairs could sharpen instincts for the next systemic shock.
The replay period spans 116 daily bars from 2015-06-30 to 2015-12-09, with AUD/JPY declining from 94.1096 to 88.774, a total move of -5.7%. The journey proved far more turbulent than the headline number suggests: a maximum drawdown of 12.3% tested any long-side conviction, while the largest single-bar move of 3.5% reminded participants that policy events can produce intraday discontinuities. Twenty decision points pepper the dataset, seven deemed critical, demanding participants choose between reacting to headlines, fading them, or standing aside during heightened uncertainty.
This replay excels as a laboratory for three core skills. First, process discipline: with 116 bars of daily granularity, participants must establish rules for position sizing and rebalancing rather than improvising. Second, risk calibration: a 12.3% drawdown surviving strategy requires explicit stop logic, not hope. Third, psychological resilience: the gap between paper projections and real-time pressure reveals whether decision rules survive emotional strain. Completing the full scenario exposes how quickly policy-driven narratives can shift, making this stretch essential terrain for anyone building durable market judgment.