Merval Uptrend Replay (2006-06-13 to 2006-07-03)
Replay 30 daily bars of Argentina's Merval from 2006-05-31 to 2006-07-13, capturing a swing that included an 11.6% drawdown. You step through each session, face 7 decision points, and receive an AI coach review of your calls in this simulated educational exercise.
30 daily bars · 7 decision points · 2006-05 to 2006-07 · Stocks
Key facts
This window spans 43 days with a peak-to-trough drawdown of 11.6% and a 15.3% run-up.
- Max drawdown
- −11.6%
- Max run-up
- +15.3%
- Duration
- 43 days
- Largest single-day move
- −4.5%
- 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.
Event Replay
What happened — and what it teaches
The Merval index, Argentina's flagship equity market, entered a turbulent stretch in mid-2006. Over roughly six weeks from May 31 to July 13, investors navigated 30 daily trading sessions marked by sharp intraperiod swings. The period tested participants' ability to manage risk while identifying opportunities in a market that defied easy directional calls.
The numbers tell a story of compression and volatility rather than directional conviction. The index closed the 30-bar span at 1644, down just 0.6% from its starting level of 1654—a deceptively flat net result that obscured an 11.6% maximum drawdown along the way. The largest single session move reached 4.5%, underscoring the intraday and interday turbulence that defined the period. Seven decision points punctuated the replay, three of which were flagged as critical moments requiring decisive positioning choices.
This scenario excels as a decision-training exercise precisely because it resists narrative simplification. Trainees must practice sizing positions and managing drawdowns when the terminal outcome diverges sharply from the journey. The psychological discipline required to hold or adjust during an 11.6% retracement while the final close remained near breakeven mirrors real-world portfolio management challenges. The 4.5% single-bar spikes demanded clear risk calibration, reinforcing that process discipline often matters more than directional accuracy in volatile environments.
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