Merval Uptrend Replay (2003-01-30 to 2003-03-04)
Replay 48 daily bars of Argentina's Merval from January 13 to March 19, 2003, navigating a 2.9% close-to-close drift and an 8.4% drawdown. You step through each trading day, tackle nine decision points, and receive AI coach feedback on your simulated choices.
48 daily bars · 9 decision points · 2003-01 to 2003-03 · Stocks
Key facts
This window spans 65 days with a peak-to-trough drawdown of 8.4% and a 9.1% run-up.
- Max drawdown
- −8.4%
- Max run-up
- +9.1%
- Duration
- 65 days
- Largest single-day move
- +3.6%
- Bars
- 48 Daily bars
- Decision points
- 9
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 (2002-08-05 to 2002-09-12)2002 · Lv.3
- Merval Uptrend Replay (2004-06-14 to 2004-07-20)2004 · Lv.2
- Merval Uptrend Replay (2008-01-21 to 2008-02-28)2007 · Lv.3
- Merval Uptrend Replay (2007-05-10 to 2007-07-23)2007 · Lv.1
- Merval Uptrend Replay (1999-07-26 to 1999-10-07)1999 · Lv.3
- Merval Uptrend Replay (2007-03-05 to 2007-04-16)2007 · Lv.2
Event Replay
What happened — and what it teaches
This scenario replays 48 daily bars of Argentina's Merval index from January 13 to March 19, 2003, during the early 2000s. The market had recently emerged from a severe financial crisis, and investors faced a landscape of lingering uncertainty and potential recovery. Navigating this period required careful assessment of both opportunity and risk in an economy rebuilding from historic upheaval.
The data shows a close-to-close drift of 582 to 565, representing a -2.9% decline over the period. However, the journey was far from linear, with a maximum drawdown of 8.4% testing even patient traders. The largest single-bar move of 3.6% demonstrates the volatility that characterized this post-crisis market, while nine decision points, including three critical junctures, forced participants to repeatedly reassess their positions and risk exposure.
This replay teaches the importance of process over prediction. When facing an 8.4% drawdown while the overall decline was modest, disciplined risk management becomes essential for survival. The three critical decision points offer practice in avoiding common psychological traps: doubling down during losses, cutting winners too early, or freezing in the face of uncertainty. Engaging with this scenario builds the emotional control and systematic thinking that distinguish resilient decision-makers from those who react impulsively to market noise.
Featured in the archive