CAD/JPY Historical Replay: 2018-04 to 2018-07
Step into a 66-day CAD/JPY replay from 2018-04-08 to 2018-07-08, where the pair moved within a 5.1% drawdown. You make decisions across 12 daily checkpoints, receive an AI coach review, and learn through simulated capital only.
66 daily bars · 12 decision points · 2018-04 to 2018-07 · Forex
Key facts
This window spans 91 days with a peak-to-trough drawdown of 5.1% and a 3.8% run-up.
- Max drawdown
- −5.1%
- Max run-up
- +3.8%
- Duration
- 91 days
- Largest single-day move
- +1.5%
- Bars
- 66 Daily bars
- Decision points
- 12
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 Canadian dollar versus Japanese yen sits at the crossroads of commodity-linked and safe-haven dynamics, making it a compelling G10 pair for studying crisis-era volatility. Between 2018-04-08 and 2018-07-08, this currency cross traversed 66 daily bars against the backdrop of emerging-market contagion fears that rippled through global foreign exchange. Participants enter a historical environment where the Turkish lira crisis was reshaping risk sentiment across developed markets, and they must navigate 12 decision checkpoints—including 4 critical junctures—to test their crisis management skills without real capital at risk.
The price trajectory reveals the deceptive nature of headline outcomes versus lived trading experience. The pair closed at 84.309, a modest 0.7% advance from an opening of 83.688, yet this benign return masked a maximum drawdown of 5.1% during the period. The largest single-bar move of 1.5% demonstrates how crisis episodes compress volatility into sharp, directional spikes that can quickly erode positions sized without adequate margin for error. The gap between the final close and the drawdown experience highlights why historical replay matters—numbers on a chart rarely capture the stress of holding through adverse moves.
For decision training, this scenario exposes the psychological paradox of crisis trading: modest directional moves coexist with significant intraperiod volatility that tests conviction and risk discipline. Participants learn to size positions against documented drawdown ranges, set psychological stop thresholds, and distinguish between noise-driven single-bar spikes and genuine trend shifts. The educational value lies in experiencing how crisis markets behave—rapid sentiment reversals, liquidity-driven amplification, and asymmetric risk distributions—within a simulated framework that permits learning from mistakes without financial consequence.
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