AUD/JPY Historical Replay: 2014-10 to 2015-04
Replay the 130-day AUD/JPY window from October 2014 to April 2015, when the pair slid from 93.442 to 91.06 amid a commodity shock. Step through 23 decision points day by day, eight flagged critical, and receive an AI coach review of your simulated choices.
130 daily bars · 23 decision points · 2014-10 to 2015-04 · Forex
Key facts
This window spans 181 days with a peak-to-trough drawdown of 11.4% and a 9.8% run-up.
- Max drawdown
- −11.4%
- Max run-up
- +9.8%
- Duration
- 181 days
- Largest single-day move
- −3.0%
- 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 scenario recreates the AUD/JPY cross from October 2014 to April 2015, a period when commodity-linked currencies faced severe headwinds. This 130-day window captures a textbook commodity shock episode, forcing traders to navigate rapid shifts in risk sentiment while managing the unique dynamics of a G10 forex pair driven by resource-export fundamentals. The stakes center on understanding how external commodity pressures translate into currency moves and position management. Historical data reveals the pair descended from 93.442 to 91.06 over this stretch, representing a -2.5% net decline punctuated by a maximum drawdown of 11.4% and a largest single-day swing of 3.0%. Participants must contend with 23 distinct decision points, eight of which are flagged as critical, creating a demanding scenario that tests both directional conviction and adaptive risk control.
The replay compresses months of grinding volatility into a structured decision gauntlet. Participants experience the psychological weight of watching an 11.4% drawdown unfold against a modest -2.5% net decline, forcing reckoning with questions of timing, position sizing, and when to trust the trend versus when to cut losses. The largest single-bar move of 3.0% injects sudden spikes that test stop-discipline and emotional composure. Eight critical junctures demand clear prioritization between holding, adding, or exiting, while the remaining 15 decision points reward incremental edge-finding. Success depends not on predicting every swing but on maintaining process discipline through accumulated small decisions.
This episode sharpens decision-training across three dimensions: risk calibration, information processing, and psychological resilience. The gap between max drawdown and net return illustrates how volatility itself can be the primary enemy of returns, teaching position management under stress. The commodity shock context provides a natural laboratory for distinguishing between fundamental shifts and noise-driven moves. For trainees, the core lesson is that survival through sustained adverse periods often matters more than any single winning bet, reinforcing habits of stop-loss adherence, exposure control, and emotional neutrality that separate disciplined practitioners from impulsive ones.