CHF/JPY Historical Replay: 2005-11 to 2006-05
Replay 130 daily bars of CHF/JPY from 2005-11-16 to 2006-05-15, when the pair crawled just 1.1% despite a 5.6% drawdown. Step through 23 decision points, including 8 critical ones, and let the AI coach review each simulated trade you take.
130 daily bars · 23 decision points · 2005-11 to 2006-05 · Forex
Key facts
This window spans 180 days with a peak-to-trough drawdown of 5.6% and a 5.4% run-up.
- Max drawdown
- −5.6%
- Max run-up
- +5.4%
- Duration
- 180 days
- Largest single-day move
- −2.7%
- 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 late 2005, the foreign exchange market was gripped by the global carry trade narrative. The Swiss franc and Japanese yen were focal points of this dynamic — the CHF as a funding currency and the JPY as a traditional safe haven. Over the 130 trading days from November 16, 2005 to May 15, 2006, CHF/JPY crawled from 89.87 to 90.86, a mere 1.1% gain. Beneath this deceptively calm surface, the pair endured a maximum drawdown of 5.6% and exhibited a largest single-bar move of 2.7%. This was the environment in which traders had to navigate — a bubble-era market offering minimal directional reward while quietly extracting psychological and capital costs.
The replay scenario compresses this six-month period into 23 decision points, 8 of them critical. The closing price of 90.86 tells only part of the story. The journey involved navigating drawdowns, surviving sudden spikes, and maintaining discipline when the trend failed to materialize. Participants must decide how to size positions, where to set stops, and when to trust their thesis — all while the market oscillated without committing to a clear direction. The largest single-bar move of 2.7% serves as a reminder that apparent tranquility in G10 FX can be disrupted by sharp intraday reversals, particularly during carry unwind episodes.
For decision training, this scenario is valuable precisely because it resists heroic narrative. A 1.1% net gain over 130 days rewards patience over aggression. The 5.6% maximum drawdown tests emotional resilience and position management. Eight critical junctures force learners to confront uncertainty repeatedly, building the habit of updating assumptions without abandoning process. The core lesson: surviving low-volatility, low-reward environments without taking excessive risk is a skill that separates disciplined traders from those who burn out chasing false breakouts.
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