USD/JPY Historical Replay: 2015-11 to 2016-04
Replay 108 daily bars of USD/JPY from November 2015 to April 2016 as the pair fell 8.6% into a 9.9% drawdown. Work through 19 decision points across seven critical days, submit your choices, and receive an AI coach review of your historical reasoning in a simulated environment.
108 daily bars · 19 decision points · 2015-11 to 2016-04 · Forex
Key facts
This window spans 150 days with a peak-to-trough drawdown of 9.9% and a 3.7% run-up.
- Max drawdown
- −9.9%
- Max run-up
- +3.7%
- Duration
- 150 days
- Largest single-day move
- +2.0%
- Bars
- 108 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 six months from late 2015 to early 2016 found USD/JPY at the crossroads of diverging central bank paths. The Federal Reserve was preparing for its first post-crisis rate hike, widely expected in December 2015, while the Bank of Japan clung to its ultra-loose stance. For forex traders, this meant navigating a currency pair where monetary policy divergence was supposed to drive strength — yet the actual outcome would prove far more treacherous than the consensus narrative suggested.
In the 108 daily bars from 2015-11-06 to 2016-04-04, USD/JPY fell 8.6%, closing at 111.25 from 121.67. The pair endured a maximum drawdown of 9.9% and experienced its largest single-bar move of 2.0% during the period. Against a backdrop of anticipated Fed tightening, the yen instead strengthened sharply in early 2016, driven by risk-off flows and a reassessment of the global growth outlook. Participants faced 19 decision points across seven critical sessions, each requiring judgment on positioning, risk management, and the willingness to question prevailing market consensus.
This replay tests a trader's ability to update convictions when price action contradicts the fundamental story. The lesson is not that the Fed call was wrong, but that positioning without flexible risk parameters can turn a theoretically sound thesis into a painful drawdown. Training here focuses on process discipline: defining entry rationale, sizing positions relative to known drawdown tolerances, and maintaining psychological flexibility when markets refuse to follow the script.
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