CAD/CHF Historical Replay: 2018-10 to 2019-01
Replay 64 daily bars across the CAD/CHF slide from 0.7601 to 0.7496 between October 2018 and January 2019. Step through each authentic market day, tackle 11 decision points including 4 critical ones, and receive AI coach feedback in a simulated, educational environment.
64 daily bars · 11 decision points · 2018-10 to 2019-01 · Forex
Key facts
This window spans 90 days with a peak-to-trough drawdown of 6.1% and a 4.2% run-up.
- Max drawdown
- −6.1%
- Max run-up
- +4.2%
- Duration
- 90 days
- Largest single-day move
- −1.1%
- 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 fourth quarter of 2018 was a period of heightened turbulence across global markets. In currency markets, CAD/CHF offered a particularly instructive case study of how commodity-linked and safe-haven currencies interact during periods of risk-off sentiment. This replay covers 64 daily bars from October 23, 2018 to January 21, 2019—a span that captured the tail end of a major equity selloff and evolving central bank expectations. For traders and analysts, the period presented classic challenges: distinguishing temporary dislocations from structural shifts, managing positions through extended drawdowns, and maintaining decision-making discipline when volatility spikes.
Over the approximately three-month window, CAD/CHF declined from 0.7601 to 0.7496, representing a -1.4% loss on a close-to-close basis. However, this headline figure obscured more turbulent underlying dynamics—the pair experienced a maximum drawdown of 6.1% and recorded its largest single daily move of 1.1%. Participants faced 11 distinct decision points throughout the period, with 4 deemed critical moments where positioning and risk management decisions carried heightened consequence.
The scenario's primary educational value lies in demonstrating the gap between expected and realized volatility during stress periods. A modest trending decline can mask significant intraday swings and prolonged adverse movements that test both technical and psychological resilience. The contrast between the relatively tame -1.4% net change and the 6.1% maximum drawdown illustrates why drawdown analysis matters more than simple return metrics for active traders. By engaging with these historical conditions, participants can develop more nuanced frameworks for position sizing, risk assessment under uncertainty, and maintaining composure when short-term price action conflicts with longer-term thesis.
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