USD/KRW Historical Replay: 2005-11 to 2006-05
Replay the dollar-won's 9.6% slide across 130 daily bars from 2005-11-16 to 2006-05-15, navigating 23 decision points through an emerging-market bubble phase. Walk through each session, commit simulated trades, and receive an AI coach review of your reasoning.
130 daily bars · 23 decision points · 2005-11 to 2006-05 · Forex
Key facts
This window spans 180 days with a peak-to-trough drawdown of 11.3% and a 5.2% run-up.
- Max drawdown
- −11.3%
- Max run-up
- +5.2%
- Duration
- 180 days
- Largest single-day move
- −4.2%
- Bars
- 130 Daily bars
- Decision points
- 23
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/KRW pair in late 2005 presented traders with a textbook emerging-market scenario during a period of global carry trade enthusiasm. Over roughly six months, from November 16, 2005 to May 15, 2006, the won strengthened against the dollar across 130 daily bars, creating a sustained directional environment punctuated by sharp reversals. With 23 decision points—8 deemed critical—this replay challenges participants to navigate a bubble phase where momentum could reverse without warning.
The close price moved from 1028.2 to 929.97, representing a 9.6% decline in the dollar's value against the Korean currency. The maximum drawdown reached 11.3%, and the largest single-bar move of 4.2% illustrated how quickly positions could move against a trader. These figures capture the raw mechanics of a trend that rewarded conviction but punished those who underestimated volatility.
This scenario trains participants to manage directional risk in thin markets where fundamentals and flows can diverge sharply. The drawdown figure serves as a constant reminder that even correct directional calls require position discipline. The critical decision points act as pressure tests for emotional control, asking traders to articulate their reasoning before committing simulated capital. Studying this 2000s episode sharpens pattern recognition for similar EM bubble dynamics that recur across decades.
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