Merval Uptrend Replay (2002-08-05 to 2002-09-12)
Replay a 56-bar slice of the 2002 Argentine Merval rally from 362 to 394, navigating 10 decision points across an 8.8% climb. Step through each authentic trading day, face 4 critical choices, and receive an AI coach review of your simulated decisions.
56 daily bars · 10 decision points · 2002-07 to 2002-10 · Stocks
Key facts
This window spans 78 days with a peak-to-trough drawdown of 10.5% and a 15.5% run-up.
- Max drawdown
- −10.5%
- Max run-up
- +15.5%
- Duration
- 78 days
- Largest single-day move
- −4.2%
- Bars
- 56 Daily bars
- Decision points
- 10
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
In the summer of 2002, Argentina's Merval index was clawing its way back from the ruins of the country's devastating economic crisis. The replay focuses on a specific window between August 5 and September 12, 2002, placing participants inside a market defined by fragile confidence, lingering uncertainty, and the tentative early stages of recovery. The stakes were high: navigating a post-default environment where traditional assumptions about risk and reward had been upended. This was not a smooth bull run but a contested advance marked by hesitation and sudden shifts.
Over the 56-bar replay period, the Merval climbed from 362 to 394, delivering an 8.8% gain. Yet the journey was far from linear. The maximum drawdown reached 10.5%, meaning participants who entered at the wrong moment faced substantial paper losses before positions recovered. The largest single-bar move of 4.2% underscored the market's tendency toward sharp intraday reversals. Across the replay, traders encountered 10 decision points, four of which were marked as critical, forcing choices about entry timing, position sizing, and risk management under evolving conditions.
For decision training purposes, this scenario excels at exposing the gap between anticipating a trend and surviving its turbulence. The combination of a modest overall return against a significant drawdown challenges participants to think probabilistically about stop-loss placement and exposure management. The critical decision points are designed to reveal emotional biases: the impulse to chase after strong days, the temptation to exit before a recovery fully materializes. Successfully replaying this period requires disciplined process over intuition, making it a valuable exercise in building psychological resilience alongside analytical skill.