Merval Uptrend Replay (2000-06-26 to 2000-07-14)
Replay Argentina's Merval from June 26 to July 14, 2000, a daily uptrend where the index climbed 3.6% across 30 bars. You walk through each trading day, tackle seven decision points including three critical ones, and receive an AI coach review of your simulated choices.
30 daily bars · 7 decision points · 2000-06 to 2000-07 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 6.6% and a 16.4% run-up.
- Max drawdown
- −6.6%
- Max run-up
- +16.4%
- Duration
- 42 days
- Largest single-day move
- +3.4%
- 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 (2002-08-05 to 2002-09-12)2002 · Lv.3
- Merval Uptrend Replay (1999-11-19 to 1999-12-03)1999 · Lv.2
- Merval Uptrend Replay (1997-09-11 to 1997-10-22)1997 · Lv.5
- Merval Uptrend Replay (2003-01-30 to 2003-03-04)2003 · Lv.1
- Merval Uptrend Replay (1997-01-27 to 1997-02-24)1997 · Lv.2
Event Replay
What happened — and what it teaches
In mid-2000, Argentina's Merval index stood at the center of emerging-market attention as the country navigated economic uncertainty. The replay window spans from June 13 to July 25, 2000, covering 30 daily bars that capture a nuanced uptrend. Participants entering this scenario face a market where optimism and caution coexisted, and where positioning decisions carried real consequences for portfolio performance during this fragile recovery period.
The index rose from 499 to 517, delivering a 3.6% gain over the full data span. Yet the journey was anything but smooth—the maximum drawdown reached 6.6%, and the largest single-bar move hit 3.4%. These figures illustrate that even a net-positive period harbors significant volatility, testing whether traders could hold positions through adverse swings or would be whipsawed into poor entries and exits.
This scenario offers rich ground for decision training. The seven decision points, including three marked as critical, force participants to confront key questions: When does a pullback represent opportunity versus trend reversal? How does one size positions given a 6.6% historical drawdown? What psychological discipline is required to act on conviction when daily moves of 3.4% test resolve? The 2000s-era framing reminds us that context shapes interpretation—lessons here apply to any market environment where trend-following meets volatility.