AUD/JPY Historical Replay: 2023-02 to 2023-05
Replay 66 daily bars of AUD/JPY from February to May 2023, a period capped by a 6.5% drawdown during the SVB and Credit Suisse banking crisis. Step through each market day, tackle 12 decision points, and receive an AI coach review of your simulated historical choices.
66 daily bars · 12 decision points · 2023-02 to 2023-05 · Forex
Key facts
This window spans 90 days with a peak-to-trough drawdown of 6.5% and a 5.0% run-up.
- Max drawdown
- −6.5%
- Max run-up
- +5.0%
- Duration
- 90 days
- Largest single-day move
- −2.1%
- 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
The AUD/JPY cross represents one of the more volatile relationships within the G10 currency space, blending the commodity-linked Australian dollar with the safe-haven yen. The replay spans 66 trading days from early February to early May 2023, a period that would prove deceptively treacherous. As the Silicon Valley Bank collapse in the United States cascaded into a full-blown confidence crisis affecting Credit Suisse, currency markets faced a test of their own risk calibration. Participants entering this scenario had to navigate a period where traditional correlations were being rewritten daily.
During the replay window, the market delivered a stark lesson in the gap between headline calm and underlying turbulence. The AUD/JPY closed almost unchanged at 91.347 to 91.219, representing a mere -0.1% net move. Yet this apparent serenity masked a 6.5% maximum drawdown and a single-session spike of 2.1%, with traders forced to confront 12 distinct decision points, four of which were critical. The crisis compressed what could have been months of normal market stress into weeks, demanding rapid recalibration of positioning assumptions.
This replay is fundamentally a course in managing the gap between process and outcome. The modest closing change reminds us that headline results rarely capture the true difficulty of the journey. For trainees, the scenario tests whether risk frameworks can hold when correlations break down, whether position sizing accounts for tail moves, and whether psychological resilience survives repeated draws. The 2.1% single-bar episodes and 6.5% drawdown periods become classrooms for separating reactive fear from rational risk assessment, making each replay iteration an exercise in building durable decision architecture.
Featured in the archive