CAD/CHF Historical Replay: 2006-02 to 2006-08
Replay 130 daily bars of CAD/CHF from 2006-02-15 to 2006-08-14, capturing a 7.2% drawdown within a G10 carry-trade bubble. Make decisions across 23 branching points and receive AI coach feedback in this simulated training scenario.
130 daily bars · 23 decision points · 2006-02 to 2006-08 · Forex
Key facts
This window spans 180 days with a peak-to-trough drawdown of 7.2% and a 4.3% run-up.
- Max drawdown
- −7.2%
- Max run-up
- +4.3%
- Duration
- 180 days
- Largest single-day move
- −2.0%
- 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 CAD/CHF pair traversed the first half of 2006 during one of the most treacherous stretches for G10 carry trades. Over 130 daily bars from February 15 to August 14, 2006, traders faced a market driven by the gradual unwinding of crowded carry positions. The scenario places participants at the heart of a bubble environment, where 23 decision points—8 of them critical—demand disciplined risk management and clear-headed judgment. The stakes were high: capital preservation amid sudden volatility dislocations.
The price action delivered a quiet but painful verdict. CAD/CHF closed the period at 1.1018 from an opening of 1.1313, a modest -2.6% decline that masked deeper turbulence beneath the surface. The maximum drawdown reached 7.2%, while the largest single-bar move of 2.0% illustrated how quickly sentiment could shift. Those who survived did so by respecting position limits and avoiding overexposure to momentum traps that characterize late-cycle bubble behavior.
This replay teaches that survival in volatile bubble markets requires equal parts process and psychology. The gap between a -2.6% close and a 7.2% drawdown underscores how sideways-to-negative price action can compound losses quietly until a sharp intraday move triggers capitulation. Participants learn to size positions relative to realistic drawdown scenarios, maintain composure across losing streaks, and treat 2.0% single-bar spikes as signals to reassess rather than react emotionally. The eight critical decision points become laboratories for stress-testing discipline under sustained pressure.
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