JP Historical Archive
Archive files covering JP: every file tells what happened and why it mattered, paired with playable scenarios built from authentic market data.
17 files
2024 · Forex · JP
2024 Spring: When Tokyo Drew the Line at 152 — Japan's Yen Defense in G10 Forex
Tokyo's spring 2024 stance at the 152 USD/JPY level shaped G10 crosses for three months. Seven currency pairs, 66 trading days of data, and a policy signal that market momentum ultimately overwhelmed.
Read the file →2024 · Forex · JP
June–September 2024: The G10 Yen Carry Unwind and Seven-Cross Synchronous Decline
JPY carry unwind: seven G10 crosses fell 3-9% in 68 trading days, USD/JPY -8.6% (Jun–Sep 2024)
Read the file →2023 · Forex · US
2023-05-09: EM Currency Storm — How Dollar Stratification Rewrote Risk Across 49 Pairs
US debt-ceiling brinkmanship May–Aug 2023 fragmented EM FX into distinct strata, from Nigeria's 66% naira collapse to Albania's measured 5.6% decline. Yen weakness followed.
Read the file →2022 · Forex · US
2022 Autumn: Three Forex Storms — Yen Intervention, UK Mini-Budget, Dollar Peak at 114
USD/JPY reversed after Japan's finance ministry intervened; GBP collapsed on the UK mini-budget crisis; DXY hit 114 in Q4 2022 — all within months.
Read the file →2018 · Forex · TR
August–November 2018: How Turkey and Argentina Shook the World's Currencies
The 2018 Turkish lira and Argentine peso collapses triggered a cascade through emerging-market FX, with max drawdowns ranging from 1.2% on USD/CNY to 23.0% on EUR/TRY across 66 trading days.
Read the file →2018 · Forex · JP
October 23, 2018: USD/CNY Enters the Trade-War Vortex, Reshaping Emerging-Market Forex
When USD/CNY broke key levels in late 2018, trade-war fears and a Fed pivot sent EM currencies into a four-month tailspin across 104 market slices.
Read the file →2013 · Forex · JP
January–May 2013: Abenomics Unleashes Yen Weakness Across G10 Forex
When Japan's new government launched massive monetary stimulus in 2013, every G10 cross against the yen broke higher — but the paths were anything but straight.
Read the file →2008 · Stocks · US
2008: The Global Equity Correction and Crash — How Subprime Became a Systemic Crisis
During 2008, global equities corrected then crashed as subprime contagion spread from US housing to banks, commodities, and emerging markets worldwide.
Read the file →2006 · Forex · JP
December 18, 2006: The Carry Trade Unwind and 60 Currency Pairs Under Pressure
On December 18, 2006, global carry trades began unwinding rapidly, crushing positions across G10 and emerging market currencies for six months.
Read the file →2006 · Forex · CN
Mid-2006: CNY Revaluation and the G10 Forex Boom — When Direction Deceived
May–Aug 2006: CNY's gradual appreciation reshaped G10 FX flows; AUD/USD, AUD/JPY carry, and EM crosses revealed how micro-direction masked macro volatility.
Read the file →2006 · Forex · JP
2006 Global Carry Trade Bubble: Anatomy of a 130-Day Forex Unwind
On February 15, 2006, the global carry trade era began unraveling. This article traces the mechanics, spread, and impact across 56 currency pairs over six months.
Read the file →2005 · Forex · JP
2005–2006: The Global Carry Trade Unwind and Its FX Aftermath
In late 2005, a coordinated unwinding of yen-funded carry trades shook forex markets across G10 and EM pairs — a pattern now studied for decision-training.
Read the file →2005 · Stocks · US
2005: Global Uptrend, Regional Divergence — When One Year's Markets Told Three Different Stories
2005 delivered a rare market experiment: global mid-caps climbed while China's indices crashed. Volatility extremes up to 8.4% in a single session tested every assumption about disciplined investing.
Read the file →2004 · Stocks · US
2004–2005: Reading the World's Markets in Parallel
A year-end 2004 pivot sent markets on sharply divergent paths—China's reform shock, Indonesia's commodity surge, and a mixed global picture that tested every trading style.
Read the file →2004 · Forex · JP
2004-07-21: The USD/BRL Reversal — Brazil's Real and the Carry Trade Unwind
Brazilian real's 29% appreciation from July 2004 to August 2006 exposed the fragility of carry-funded EM positions when global liquidity conditions shift.
Read the file →1985 · Stocks · AE
1985 Global Stock Correction: ADX, Nikkei, and the Mechanics of Cross-Market Drawdowns
In spring-summer 1985, three markets—UAE, Japan, and the US—experienced corrections within the same window, testing emerging market volatility and mid-cap resilience.
Read the file →1984 · Stocks · AE
Summer 1984: Three Markets, Three Corrections — A 1980s Market Puzzle
Three equity markets moved in opposite directions simultaneously in summer 1984, testing whether the same analytical approach could survive Japan correction, US rally, and UAE boom alike.
Read the file →