USD/CHF Historical Replay: 2005-11 to 2006-05
USD/CHF slid from 1.3248 to 1.2078, an 8.8% decline across the 2005-11 to 2006-05 carry-trade unwind. Replay 130 daily bars, face 23 decision points including 8 critical ones, and receive an AI coach review of your simulated judgment.
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 9.6% and a 5.2% run-up.
- Max drawdown
- −9.6%
- Max run-up
- +5.2%
- Duration
- 180 days
- Largest single-day move
- −2.1%
- 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 USD/CHF pair entered November 2005 in a carry-trade environment that had dominated G10 forex markets throughout the 2000s. This was a period when interest rate differentials between currencies created systematic positioning strategies, and the Swiss franc served as a traditional safe-haven counterpart to the US dollar. Players entering this replay must understand the macro forces that shape multi-month currency trends and the challenge of positioning when global risk sentiment is in transition.
Between November 16, 2005 and May 15, 2006, USD/CHF declined from 1.3248 to 1.2078, an 8.8% move that unfolded across 130 daily bars. The pair experienced a maximum drawdown of 9.6%, with the largest single-bar move reaching 2.1%. This was not a straight-line decline but a grinding unwind with periods of acceleration and hesitation. Traders faced 23 decision points across the replay, including 8 critical moments where directional conviction was most severely tested.
This scenario trains decision-makers to manage extended trends without the comfort of clear trendlines or the distraction of real-time news. The core lessons involve position sizing against measured drawdown, the discipline of holding through adverse intraday swings that stop out impatient participants, and the psychological resilience required when a position moves against you for months. Successfully navigating this replay demands neither prediction nor bravado, but a repeatable process that survives volatility without breaking.
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