AUD/CHF Historical Replay: 2006-02 to 2006-08
Across 120 daily bars from February 16 to August 9, 2006, AUD/CHF slipped 2.3% amid a global carry-trade unwind. Replay each session step by step, face 21 decision points with seven flagged critical, and receive an AI coach review in this simulated training environment.
120 daily bars · 21 decision points · 2006-02 to 2006-08 · Forex
Key facts
This window spans 174 days with a peak-to-trough drawdown of 7.8% and a 5.2% run-up.
- Max drawdown
- −7.8%
- Max run-up
- +5.2%
- Duration
- 174 days
- Largest single-day move
- −1.4%
- Bars
- 120 Daily bars
- Decision points
- 21
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
AUD/CHF entered the 2000s as a favored vehicle for carry traders harvesting Australian dollar yield against the perceived safety of the Swiss franc. From February 16 to August 9, 2006, this replay spans 120 daily bars during a period when global carry positions faced mounting pressure from shifting risk appetites. The scenario presents 21 decision points, seven flagged as critical, placing traders in real-time positions to manage directional exposure as the unwind unfolded.
The pair closed the period at 0.9479 from an opening of 0.9706, recording a -2.3% decline over the data span. Beneath that modest net move lay a max drawdown of 7.8% and the largest single-bar move of 1.4%, exposing how intermittent volatility bursts can stress even carefully constructed positions. Navigating this replay means confronting those sharp reversals without the clarity of hindsight.
This scenario sharpens decision-making under uncertainty by demanding that traders articulate their thesis before each bar and hold themselves accountable to the logic. The 7.8% max drawdown illustrates how even a modest directional bet can test risk discipline, while the single-bar spikes probe emotional composure. Success here is measured not by predicting every move but by maintaining a repeatable process when the market delivers unwelcome surprises.
Featured in the archive