EUR/CHF Historical Replay: 2006-02 to 2006-08
Replay 130 daily bars from 2006-02-15 to 2006-08-14 as the EUR/CHF pair navigated a 2.2% drawdown. Step through each session, make calls at 23 decision points, and receive AI coach feedback on every choice in a simulated educational environment.
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 2.2% and a 2.2% run-up.
- Max drawdown
- −2.2%
- Max run-up
- +2.2%
- Duration
- 180 days
- Largest single-day move
- −0.9%
- 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 unfolds across 130 daily bars of EUR/CHF between February 15 and August 14, 2006—a period when G10 forex markets churned through the lingering effects of the global carry trade bubble. The currency pair found itself caught between eurozone growth optimism and the franc's safe-haven appeal, creating an environment where directional conviction was repeatedly tested. Participants entering this scenario faced the challenge of navigating a market that offered no easy narrative and demanded constant reassessment of prevailing conditions.
The pair closed the period at 1.5819, rising from an opening of 1.5576—a net gain of just 1.6%. This modest headline return obscures a more turbulent reality: the market endured a maximum drawdown of 2.2% and experienced its largest single-bar move of 0.9%. The distance between headline outcome and trading reality reveals why passive position-holding was rarely satisfying and why active decision-making carried both opportunity and hazard throughout the six-month window.
The scenario presents 23 decision points, 8 of which are marked as critical, forcing participants to confront moments where conviction and caution were in direct tension. The 2.2% drawdown and 0.9% single-bar spikes teach the importance of sizing positions so that adverse moves remain survivable and the psychological burden remains manageable. This replay trains traders to recognize when volatility represents noise rather than a genuine shift in trend—a distinction that separates disciplined practitioners from reactive ones when real capital is at stake.
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