USD/RUB Historical Replay: 2019-07 to 2020-01
Replay 130 daily bars of USD/RUB from July 2019 through January 2020, navigating a peak drawdown of 8.9%. You will step through each session, make decisions at 23 branching points, and receive an AI coach review of your reasoning. Simulated capital, educational market-replay only.
130 daily bars · 23 decision points · 2019-07 to 2020-01 · Forex
Key facts
This window spans 182 days with a peak-to-trough drawdown of 8.9% and a 6.5% run-up.
- Max drawdown
- −8.9%
- Max run-up
- +6.5%
- Duration
- 182 days
- Largest single-day move
- +1.8%
- 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 scenario immerses traders in the USD/RUB currency pair across the second half of 2019 and the opening weeks of 2020, a period that tested emerging-market forex participants with layered uncertainties. Geopolitical undercurrents, shifting energy markets, and evolving rate expectations created an environment where directional conviction was repeatedly challenged. The historical replay covers 130 daily bars from July 16, 2019 through January 14, 2020, placing learners inside 23 decision points—8 of them flagged as critical moments requiring deliberate risk calibration. This was a market that rewarded process over prediction.
The ruble's journey from 62.9638 to 61.188 delivered a net -2.8% depreciation against the dollar, yet this modest headline figure concealed a more turbulent ride beneath the surface. Participants navigating the replay confronted a maximum drawdown of 8.9%, meaning positions experienced significant unrealized stress before any recovery materialized. The largest single-bar move of 1.8% served as a reminder that intraday spikes could trigger protective actions or expose inadequate stop-discipline. Volatility was not merely a statistic but a lived experience across the 130 sessions.
This replay sharpens the decision-making toolkit on multiple fronts. Position sizing becomes existential when facing potential drawdowns of 8.9%; survival through that valley demands either prudent allocation or ironclad conviction in the underlying thesis. The scenario also isolates the psychological trap of anchoring to entry levels as the market moves against you. Perhaps most valuably, it separates mechanical rule-following from adaptive judgment—participants must decide when to hold, adjust, or exit based on evolving evidence rather than emotional reaction. The teaching point is clear: managing an 8.9% drawdown is ultimately about managing yourself.
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