USD/CHF Historical Replay: 2006-02 to 2006-08
Relive USD/CHF across 130 daily bars from February to August 2006, watching the pair slide 5.6% from 1.3104 to 1.2368. Replay day-by-day decisions through 23 decision points and receive an AI tutor's review of your choices in a simulated training 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 9.5% and a 4.7% run-up.
- Max drawdown
- −9.5%
- Max run-up
- +4.7%
- Duration
- 180 days
- Largest single-day move
- −1.7%
- 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 early 2006, the foreign exchange market was gripped by the global carry trade mania, where investors borrowed in low-yielding currencies to fund positions in higher-yielding assets. The USD/CHF pair sat at the crossroads of this dynamic, reflecting diverging monetary policies and risk appetites across the G10. This 130-bar daily replay from February 15 to August 14, 2006 places you at the heart of that environment, demanding decisions as the landscape shifted beneath established positions.
Over the six-month period, USD/CHF fell 5.6% from 1.3104 to 1.2368, a sustained directional move that tested conviction and risk management alike. The 9.5% maximum drawdown meant that even disciplined traders faced significant interim losses, while the largest single-bar move of 1.7% showed how volatility could surprise in either direction. Navigating 23 decision points—8 flagged as critical—required traders to distinguish between noise and genuine shifts in the trend's foundation.
This scenario distills the psychological and procedural lessons of trend-following in a directional market. Participants learn to manage positions through drawdowns without abandoning sound process, to reassess thesis when evidence accumulates, and to respect position sizing as the primary buffer against volatility. The simulated environment lets traders build these instincts without financial risk, transforming a specific historical episode into transferable decision-making experience for any market era.
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