USD/IDR Historical Replay: 2006-02 to 2006-08
USD/IDR drifted -1.4% across 130 daily bars from February to August 2006, hitting a 6.7% drawdown inside an emerging-market carry-trade bubble. Replay each session, navigate 23 decision points, and receive AI coach feedback in a simulated educational environment.
130 daily bars · 23 decision points · 2006-02 to 2006-08 · Forex
Key facts
This window spans 180 days with a peak-to-trough drawdown of 6.7% and a 9.5% run-up.
- Max drawdown
- −6.7%
- Max run-up
- +9.5%
- Duration
- 180 days
- Largest single-day move
- +4.0%
- 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
In early 2006, the USD/IDR pair entered a period defined by the global carry-trade mania that swept through emerging markets. Indonesia, with its high-yielding rupiah, attracted capital flows seeking yield, creating a fragile environment where currency positions could shift rapidly on any change in risk sentiment. Traders navigating this scenario faced the challenge of positioning within an asset class prone to sudden reversals.
The six-month window from February 15 to August 14, 2006 encompassed 130 daily bars of price action. The pair ultimately closed at 9085.5996, representing a -1.4% depreciation of the dollar against the rupiah. However, this modest headline figure concealed significant turbulence: the maximum drawdown reached 6.7%, while the largest single-day swing hit 4.0%. These extremes occurred amid the broader unwinding of carry positions that characterized mid-2006 markets.
This replay offers a window into the psychological and procedural demands of trading in volatile currency markets. Participants encountered 23 decision points, eight of which were critical junctures where positioning decisions carried substantial consequence. The scenario underscores how seemingly stable trends can mask underlying volatility, testing both risk discipline and the capacity to interpret shifting market dynamics under pressure.
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