EUR/CHF Historical Replay: 2005-11 to 2006-05
Replay EUR/CHF across 130 daily bars from 2005-11-16 to 2006-05-15, navigating 23 decision points during a global carry-trade bubble with up to 1.3% single-day swings. Make choices day-by-day, then receive AI coach review in a simulated, educational environment.
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 2.2% and a 3.0% run-up.
- Max drawdown
- −2.2%
- Max run-up
- +3.0%
- Duration
- 180 days
- Largest single-day move
- −1.3%
- 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 immerses traders in the EUR/CHF cross spanning November 2005 to May 2006, a period when global carry-trade dynamics were reshaping G10 foreign exchange markets. Across 130 daily bars, participants face 23 decision points, including 8 critical moments that test their ability to navigate a bubble environment where interest-rate differentials attracted massive capital flows. The scenario captures the tension between exploiting carry opportunities and managing the sudden reversals that can accompany crowded positioning in any market era.
The market closed essentially flat at 1.5471 to 1.5518, a mere 0.3% gain over the full period. Yet this tranquility masked significant turbulence beneath the surface: the maximum drawdown reached 2.2%, while the largest single-day move hit 1.3%. These figures illustrate how a G10 currency pair can deliver sharp, unpredictable swings even when directional conviction appears minimal, turning what seems like a stable carry opportunity into a test of risk management discipline.
For decision training, this replay demonstrates that navigating carry bubbles demands more than identifying interest-rate differentials. The 23 decision points serve as tactical laboratories where traders practice position sizing, stop-loss discipline, and emotional control when facing 2.2% drawdowns and 1.3% intraday spikes. The 8 critical junctures particularly expose how psychology can erode discipline during volatile periods, making this scenario a valuable exercise in maintaining process over outcome in the 2000s forex landscape.
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