AUD/USD Historical Replay: 2023-03 to 2023-06
Replay 68 daily bars of AUD/USD from March to June 2023, capturing a turbulent 4.3% drawdown during the SVB and Credit Suisse banking crisis. Step through 12 decision points in this simulated educational scenario and receive an AI coach review of your choices.
68 daily bars · 12 decision points · 2023-03 to 2023-06 · Forex
Key facts
This window spans 92 days with a peak-to-trough drawdown of 4.3% and a 5.9% run-up.
- Max drawdown
- −4.3%
- Max run-up
- +5.9%
- Duration
- 92 days
- Largest single-day move
- +2.0%
- Bars
- 68 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
This replay transports you to the AUD/USD market in the spring of 2023, a moment when the collapse of Silicon Valley Bank and the subsequent implosion of Credit Suisse shook global confidence. As a G10 currency trader operating without hindsight, you faced a textbook liquidity crisis scenario where safe-haven flows could reverse in hours. The data spans 68 daily bars from March 22 to June 22, covering the acute phase of the banking stress and its gradual resolution.
The closing prices tell a story of resilience masked by turbulence: the rate moved from 0.6678 to 0.6761, delivering a modest 1.2% return over the period. Yet this headline figure obscures the journey. A maximum drawdown of 4.3% tested positions severely, and the largest single-bar move of 2.0% could have stopped out defensive trades or rewarded bold entries. Twelve decision points were embedded in the sequence, four deemed critical, demanding calibrated responses under evolving uncertainty.
For decision training, this scenario isolates the gap between outcomes and process. The modest net gain could have been eroded entirely by mistimed risk exposure during the drawdown phase, illustrating why position sizing and emotional discipline matter more than directional conviction. The 2.0% intraday spikes remind practitioners that crisis markets punish rigid assumptions and reward adaptive frameworks. Navigating this replay cultivates the psychological endurance required to hold positions through liquidity events without abandoning pre-defined risk parameters.
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