USD/THB Historical Replay: 2015-11 to 2016-04
Replay 108 daily bars of USD/THB from November 2015 to April 2016, spanning the Fed's first rate hike and a 5.9% drawdown. Step through each session, make policy-driven choices at 7 critical decision points, and receive AI coach feedback on your reasoning. Simulated capital only.
108 daily bars · 19 decision points · 2015-11 to 2016-04 · Forex
Key facts
This window spans 150 days with a peak-to-trough drawdown of 5.9% and a 3.4% run-up.
- Max drawdown
- −5.9%
- Max run-up
- +3.4%
- Duration
- 150 days
- Largest single-day move
- −2.9%
- Bars
- 108 Daily bars
- Decision points
- 19
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/THB pair in late 2015 presented emerging market participants with a defining policy test. As the Federal Reserve prepared its first interest rate increase in nearly a decade, the Thai baht faced cross-currents from global capital flow shifts and domestic monetary dynamics. Over the six-month window from November 2015 to April 2016, traders and policymakers had to navigate an unprecedented rate cycle inflection point that would reshape EM currency valuations worldwide.
This replay captures 108 daily bars of USD/THB action through the Fed's December 2015 tightening and its aftermath. The period delivered a modest -0.9% net move in the pair (35.531 to 35.224), yet embedded within that range was a 5.9% maximum drawdown and a single-session shock of 2.9%—underscoring how policy pivots create sudden, sharp dislocations even when directional trends appear muted. Participants faced 19 decision points, including 7 critical junctures demanding explicit positioning choices.
The scenario forces disciplined engagement with policy uncertainty: sizing positions to survive drawdowns without abandoning conviction, maintaining clear exit criteria when volatility spikes, and resisting reactive decisions driven by short-term price action rather than systematic analysis.
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