AUD/JPY Historical Replay: 2018-06 to 2018-09
Replay 66 daily bars of AUD/JPY from June to September 2018, navigating trade-war volatility and a 5.4% drawdown across 12 decision points. Make your calls bar by bar, then receive an AI coach review of each simulated decision.
66 daily bars · 12 decision points · 2018-06 to 2018-09 · Forex
Key facts
This window spans 91 days with a peak-to-trough drawdown of 5.4% and a 3.9% run-up.
- Max drawdown
- −5.4%
- Max run-up
- +3.9%
- Duration
- 91 days
- Largest single-day move
- +1.7%
- 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
In the summer of 2018, the currency market navigated a complex geopolitical backdrop as trade tensions between major economies escalated into a full-blown trade war. The Australian dollar versus Japanese yen cross offered a unique lens into this volatility: the AUD, sensitive to Chinese economic health through commodity channels, moved in tandem with shifting risk sentiment, while the yen functioned as a safe-haven counterpart. This replay covers 66 daily bars from June 24 to September 23, 2018, placing traders inside 12 decision points where each call could mean the difference between capital preservation and painful losses.
What unfolded was a study in deceptive quietness. Despite the geopolitical turmoil, AUD/JPY closed the period at 81.87, barely moved from the 81.766 opening—a mere 0.1% net change. Yet this tranquil headline figure concealed significant intra-period turbulence: the pair endured a maximum drawdown of 5.4% and witnessed its largest single daily swing of 1.7%. For a trader caught on the wrong side of either extreme, the experience would have been humbling regardless of the eventual mean reversion.
The lesson for decision trainees is clear: volatile periods demand disciplined risk management above all else. The inability to sustain even modest drawdowns destroys trading accounts faster than any forecast error. Twelve decision points across this replay force practitioners to confront their emotional responses to uncertainty, to question whether they can hold positions through 1.7% adverse moves without panic, and to recognize that outcomes matter less than whether one's process was sound. In markets shaped by geopolitical forces, the gap between what happens and what we think should happen tests every trader's psychological framework.
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