Merval Uptrend Replay (1996-12-12 to 1997-01-15)
Replay Argentina's Merval rally across 42 daily bars from 1996-11-27 to 1997-01-29, with the index climbing from 604 to 677 for a 12.1% gain. You make decisions at eight turning points and receive AI coach feedback, all on simulated capital for educational practice.
42 daily bars · 8 decision points · 1996-11 to 1997-01 · Stocks
Key facts
This window spans 63 days with a peak-to-trough drawdown of 6.9% and a 16.7% run-up.
- Max drawdown
- −6.9%
- Max run-up
- +16.7%
- Duration
- 63 days
- Largest single-day move
- −3.6%
- Bars
- 42 Daily bars
- Decision points
- 8
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 Merval index, Argentina's flagship equity market, enters this replay at the close of November 1996. Over the following two months, the Buenos Aires Stock Exchange navigates a period of emerging-market optimism mixed with regional uncertainty. Eight decision points punctuate the dataset, three of them flagged as critical junctures where directional conviction matters most. Participants enter this scenario with simulated capital and must respond to shifting momentum without the benefit of hindsight.
The index climbs steadily from 604 to 677, delivering a 12.1% gain across 42 daily bars spanning late November 1996 through late January 1997. The journey is not linear: a maximum drawdown of 6.9% tests conviction midstream, while the largest single-bar move of 3.6% demands composure when volatility spikes. These parameters define the structural texture of the rally—reward available, but discipline required to capture it.
This replay sharpens three competencies central to discretionary decision-making. First, participants confront the challenge of initiating positions in an uptrend without overextending into the 6.9% retracement risk. Second, the three critical decision points require traders to articulate entry and exit logic before market pressure reveals their convictions. Third, managing the 3.6% intrabar volatility reinforces emotional discipline, a quality that separates systematic execution from reactive impulse in live markets.
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