NZD/CHF Historical Replay: 2018-07 to 2018-10
From July to October 2018, NZD/CHF slid 5.4% across 64 daily bars as emerging-market stress hit the Swiss franc. Replay each session, tackle 11 decision points with 4 critical, and receive an AI coach review of your choices in this educational market simulation.
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 6.9% and a 2.9% run-up.
- Max drawdown
- −6.9%
- Max run-up
- +2.9%
- Duration
- 87 days
- Largest single-day move
- +1.2%
- 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
In mid-2018, NZD/CHF found itself caught between two powerful forces: a vulnerable New Zealand dollar exposed to shifting risk appetite and a Swiss franc strengthening as investors fled emerging-market turbulence. The Turkey and Argentina crises had reignited safe-haven demand for the franc just as commodity cycles and trade uncertainty weighed on antipodean currencies. For replay participants, the central question was not merely directional but procedural: how does one navigate a sustained grind lower without succumbing to either complacency or panic?
The pair moved from 0.6788 to 0.642 across 64 daily bars, a decline of -5.4%. The max drawdown reached 6.9%, while the largest single-bar move measured 1.2%. These modest but persistent figures tell a story of grinding weakness rather than sudden collapse. Across 11 decision points, including 4 deemed critical, replay participants confronted moments where the trend asserted itself against countervailing instincts. The absence of dramatic single-day spikes meant that position sizing and conviction management loomed larger than timing precision.
This scenario rewards process over prediction. The -5.4% outcome unfolded over three months, demanding sustained discipline rather than a single bold call. Managing the 6.9% drawdown required pre-committed risk rules, while the gradual nature of the decline tested whether traders could resist averaging down or chasing bounces. The 11 decision points offered repeated opportunities to examine judgment under uncertainty, making this replay a classroom for risk calibration and emotional regulation. Educational market simulations exist precisely for this purpose: to surface patterns of decision-making that serve participants better than any forecast.
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