AUD/CHF Historical Replay: 2018-07 to 2018-10
Replay AUD/CHF across 64 daily bars as it fell 5.2% from 0.7406 to 0.702 between July and October 2018. You will navigate 11 decision points, including 4 critical ones, with AI coach feedback after each simulated trading day.
64 daily bars · 11 decision points · 2018-07 to 2018-10 · Forex
Key facts
This window spans 87 days with a peak-to-trough drawdown of 7.5% and a 3.3% run-up.
- Max drawdown
- −7.5%
- Max run-up
- +3.3%
- Duration
- 87 days
- Largest single-day move
- +1.3%
- Bars
- 64 Daily bars
- Decision points
- 11
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 AUD/CHF pair represents two G10 currencies with fundamentally different drivers: the Australian dollar, heavily tied to commodity cycles and China risk, and the Swiss franc, a classic safe-haven currency prized for its stability. The replay period spans July 9 to October 4, 2018, placing participants squarely within a turbulent stretch for emerging markets when contagion fears from Turkish and Argentine crises rippled across global FX. Traders entering this scenario must navigate an environment where sentiment shifts rapidly and traditional correlations can break down, making it a rigorous stress test for decision-making under pressure.
Across 64 daily bars, AUD/CHF fell 5.2%, declining from 0.7406 to 0.702. The maximum drawdown of 7.5% exceeded the overall move, meaning intraday reversals never fully recovered losses before fresh declines resumed. The largest single-bar move of 1.3% underscores that volatility clustered unevenly rather than spreading evenly across the period. Participants faced 11 decision points, with 4 designated as critical moments where directional conviction and risk calibration would be most severely tested. The sustained nature of the decline—spanning roughly three months—distinguishes this scenario from sharp flash-crash events, placing greater emphasis on cumulative risk management rather than single-shot reactions.
This replay teaches that managing a slow-burn depreciation tests patience as much as skill. The gap between maximum drawdown and total loss reveals the psychological trap of holding through interim recoveries, only to watch fresh declines erode positions further. Traders must practice calibrating position size against drawdown scenarios that exceed headline moves, and must resist anchoring to entry prices as reference points for "fair value." The critical decision points serve as deliberate pressure valves, forcing participants to confront whether their process accounts for regime shifts in currency correlations during systemic stress.
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