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USD/COP Historical Replay: 2018-09 to 2018-12

ForexEmerging MarketsJPCrash2018-09 to 2018-12Difficulty 1/5FreeView charts

Replay 66 turbulent daily bars of USD/COP from September to December 2018, a period scarred by a 4.2% drawdown. Step through each authentic session, face 4 critical decision points, and receive an AI coach review of your simulated educational choices.

66K lines
12Decision points
1Difficulty
DailyGranularity

66 daily bars · 12 decision points · 2018-09 to 2018-12 · Forex

Key facts

This window spans 92 days with a peak-to-trough drawdown of 4.2% and a 10.3% run-up.

Max drawdown
−4.2%
Max run-up
+10.3%
Duration
92 days
Largest single-day move
+3.0%
Bars
66 Daily bars
Decision points
12

Every figure above is computed programmatically from this replay’s own candle series — no editorial input, no LLM. Methodology: Methodology

How to play
  1. The market advances day by day. You only see candles up to the current day — as if you were really there.

  2. At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.

  3. 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

USD/COP represents one of the most liquid emerging market currency pairs, where the Colombian peso trades against the US dollar. The September to December 2018 window captures a period of heightened uncertainty for Latin American currencies, amid shifting monetary policy expectations and regional political dynamics. This replay challenges participants to navigate a historically volatile stretch where standard assumptions about emerging market stability were tested.

Across the 66 daily bars spanning 2018-09-06 to 2018-12-07, the pair moved from 3089.8999 to 3184, registering a modest 3.0% overall gain. However, this headline figure conceals significant turbulence beneath the surface. The market endured a maximum drawdown of 4.2% and experienced single-bar moves as large as 3.0%, creating multiple periods where positions faced substantial unrealized losses. Twelve decision points dot this historical record, with four emerging as critical inflection moments where directional conviction was essential.

This replay illuminates the gap between directional forecasting and disciplined risk management. The 4.2% maximum drawdown demonstrates how quickly paper profits can evaporate in emerging market FX, while the 3.0% single-bar volatility underscores the importance of position sizing and stop-loss discipline. Four critical decision points force participants to confront the psychological difficulty of maintaining conviction when the market moves against them, and conversely, the temptation to overstay winning positions. The core lesson centers on process over prediction—developing systematic approaches that account for the asymmetric risk profiles inherent in volatile currency pairs.