USD/ILS Historical Replay: 2018-11 to 2019-05
Replay 130 daily bars of USD/ILS from 2018-11-15 to 2019-05-14, watching the pair slide 3.2% from 3.693 to 3.5756. Work through 23 decision points, including 8 critical ones, and receive AI coach review on your simulated training choices.
130 daily bars · 23 decision points · 2018-11 to 2019-05 · Forex
Key facts
This window spans 180 days with a peak-to-trough drawdown of 5.8% and a 2.3% run-up.
- Max drawdown
- −5.8%
- Max run-up
- +2.3%
- Duration
- 180 days
- Largest single-day move
- −1.0%
- 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
The replay opens in November 2018, when USD/ILS traded at 3.693. The period spanning through May 2019 captures a pivotal shift in Federal Reserve policy from tightening toward a more dovish stance, creating significant cross-currents for emerging-market currencies. Participants must navigate the uncertainty of a central bank pivot while managing exposure to a currency pair sitting at the intersection of U.S. monetary policy and Israeli economic dynamics.
The historical record shows USD/ILS declining 3.2% from 3.693 to 3.5756 over 130 daily bars from November 15, 2018 to May 14, 2019. The journey included a maximum drawdown of 5.8% and a largest single-bar move of 1.0%, testing the resolve of anyone managing positions through this transition. Twenty-three decision points—eight of them critical—dot the timeline, demanding continuous reassessment of risk and directional conviction.
This scenario excels as a decision-training exercise precisely because it offers no obvious directional edge. The 5.8% maximum drawdown illustrates how quickly paper losses can accumulate under a losing streak, while the 1.0% intraday spike reminds practitioners that news-driven volatility can strike without warning. Eight critical junctures challenge participants to practice conviction management—knowing when to hold, adjust, or exit. The educational value lies not in predicting direction but in building the habits of systematic risk calibration, position scaling, and psychological composure under drawdown pressure.
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