USD/TND Historical Replay: 2006-02 to 2006-08
Replay 130 daily bars of USD/TND from February to August 2006, when the pair slid 1.8% with a 5.2% drawdown. You step through each session, face 23 decision points, and receive an AI coach review of your choices—purely simulated, fully educational.
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 5.2% and a 3.4% run-up.
- Max drawdown
- −5.2%
- Max run-up
- +3.4%
- Duration
- 180 days
- Largest single-day move
- +3.2%
- 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
In early 2006, the foreign exchange market offered traders a window into emerging-market currency dynamics through USD/TND. The replay covers 130 daily bars from February 15 to August 14, 2006, placing participants in the shoes of traders navigating a muted but treacherous period for the US dollar against the Tunisian dinar. With 23 decision points embedded across the dataset, including 8 critical junctures, the scenario captures the quiet tension of a currency pair grinding lower without dramatic fanfare.
The numbers tell a story of grinding erosion. USD/TND fell from 1.3601 to 1.335, a decline of 1.8%, yet the journey was far rockier than the net figure suggests. Traders faced a maximum drawdown of 5.2% and the largest single-day move reached 3.2%—a spike that would have tested any stop-loss discipline. The pair's steady drift masked volatility that could have quickly eroded a position not actively managed.
This replay forces participants to confront a common pitfall: judging risk by net performance rather than underlying turbulence. A 1.8% loss looks tame on paper, but a 5.2% drawdown means the path was anything but smooth. The 3.2% single-bar shock reminds traders that tail risks materialize in emerging FX even during quiet periods. Decision training here emphasizes position sizing, psychological resilience during extended drawdowns, and the discipline to reassess when a quiet market begins showing signs of hidden stress.
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