USD/JPY Historical Replay: 2020-09 to 2020-12
USD/JPY drifted -2.2% across 84 daily bars from September to December 2020, testing traders against pandemic-era volatility and a 3.0% drawdown. Replay the sessions day-by-day, tackle 5 critical decision points, and receive an AI coach review, simulated capital only.
84 daily bars · 15 decision points · 2020-09 to 2020-12 · Forex
Key facts
This window spans 118 days with a peak-to-trough drawdown of 3.0% and a 2.1% run-up.
- Max drawdown
- −3.0%
- Max run-up
- +2.1%
- Duration
- 118 days
- Largest single-day move
- +1.8%
- Bars
- 84 Daily bars
- Decision points
- 15
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 USD/JPY pair entered September 2020 as global markets continued to absorb the aftershocks of the pandemic. Over the next four months, 84 daily bars would unfold, challenging traders with pandemic-era volatility in the world's most liquid currency market. The period demanded sharp risk calibration and disciplined decision-making under uncertainty.
The replay data shows the pair closing at 105.896 on September 1 and declining to 103.533 by late December, a net drift of -2.2%. Traders navigating this window faced a maximum drawdown of 3.0% and a largest single-bar move of 1.8%, underscoring how seemingly modest directional trends can produce testing intraday swings. Fifteen decision points were embedded in this span, with 5 critical junctures demanding the most precise judgment.
This replay belongs to the 2020s decade set and serves as a laboratory for testing trading process and emotional control. Participants learn to manage exposure when volatility spikes unexpectedly and to avoid overtrading during prolonged drift. The historical framing removes financial pressure, allowing learners to focus purely on building sound methodology that transfers to live markets.
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