Merval Uptrend Replay (1999-11-19 to 1999-12-03)
Replay Argentina's Merval index across a volatile late-1999 stretch spanning 30 daily bars, including an 8.7% max drawdown. Walk through each authentic trading day, face 7 decision points with 3 critical, and receive an AI coach review on simulated capital only.
30 daily bars · 7 decision points · 1999-11 to 1999-12 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 8.7% and a 6.9% run-up.
- Max drawdown
- −8.7%
- Max run-up
- +6.9%
- Duration
- 42 days
- Largest single-day move
- +3.6%
- Bars
- 30 Daily bars
- Decision points
- 7
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.
Related scenarios
- Merval Uptrend Replay (1999-07-26 to 1999-10-07)1999 · Lv.3
- Merval Uptrend Replay (1997-09-11 to 1997-10-22)1997 · Lv.5
- Merval Uptrend Replay (2000-06-26 to 2000-07-14)2000 · Lv.2
- Merval Uptrend Replay (1997-01-27 to 1997-02-24)1997 · Lv.2
- Merval Uptrend Replay (2002-08-05 to 2002-09-12)2002 · Lv.3
- Merval Uptrend Replay (1996-12-12 to 1997-01-15)1996 · Lv.2
Event Replay
What happened — and what it teaches
The scenario places traders inside the Argentine Merval index across a turbulent stretch of late 1999. Covering 30 daily bars from November 5 to December 17, 1999, this replay captures a market navigating the final weeks of a decade marked by emerging-market volatility and regional uncertainty. Participants face the challenge of managing positions through an environment where sentiment could shift rapidly, and every decision carries weight.
What unfolded during this period was a modest decline despite episodic strength. The index moved from a close of 567 to finish at 552, representing a net retreat of -2.6%. The journey was anything but smooth, however, as the market endured an 8.7% max drawdown along the way, with the largest single session swinging 3.6%. Seven decision points punctuate the replay—three deemed critical—forcing participants to act with conviction when the stakes were highest.
This replay distills essential lessons in risk discipline and emotional regulation. Navigating an 8.7% drawdown without abandoning a sound process tests the psychological resilience required of any practitioner. The frequency of critical junctions—three in roughly a month—underscores that high-stakes moments arrive in clusters rather than isolation. For trainees, the value lies not in predicting direction but in maintaining composure, sizing positions appropriately, and reviewing each choice through the lens of process rather than outcome.