Merval Uptrend Replay (2007-05-10 to 2007-07-23)
Replay 100 daily bars from the 2007 Merval rally, a stretch that closed -1.0% despite a 5.2% single-bar surge. Step into 11 decision points across the historical tape, receive AI coach feedback, and learn through simulated decision-making.
100 daily bars · 11 decision points · 2007-03 to 2007-08 · Stocks
Key facts
This window spans 151 days with a peak-to-trough drawdown of 20.4% and a 13.5% run-up.
- Max drawdown
- −20.4%
- Max run-up
- +13.5%
- Duration
- 151 days
- Largest single-day move
- +5.2%
- Bars
- 100 Daily bars
- Decision points
- 11
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 (2008-01-21 to 2008-02-28)2007 · Lv.3
- Merval Uptrend Replay (2007-03-05 to 2007-04-16)2007 · Lv.2
- Merval Uptrend Replay (2008-03-19 to 2008-04-21)2008 · Lv.1
- Merval Uptrend Replay (2006-06-13 to 2006-07-03)2006 · Lv.2
- Merval Uptrend Replay (2009-11-30 to 2010-01-05)2009 · Lv.2
- Merval Uptrend Replay (2010-11-16 to 2011-01-20)2010 · Lv.3
Event Replay
What happened — and what it teaches
The Merval, Argentina's flagship stock index, enters a volatile stretch in 2007. The replay spans 100 daily bars from late March through late August, a period when emerging-market sentiment was being tested by global uncertainty. What looked like a sustained rally was in fact a treacherous trading range, demanding disciplined decision-making from anyone managing simulated capital through the tape.
The index closed the period at 2077, down from 2099—a net return of -1.0%. Yet that benign headline figure concealed violent internal turbulence: a maximum drawdown of 20.4% tested anyone holding through volatility, while the largest single trading day moved 5.2%, the kind of intraday shock that separates disciplined traders from reactive ones. Eleven decision points peppered the historical tape, four deemed critical, each demanding a clear thesis before the market spoke.
This replay trains decision-makers to confront the gap between narrative and price. A flat return does not mean a flat experience—hidden drawdowns erode conviction, and one large move can unsettle even a well-constructed plan. Process becomes paramount: defining risk tolerance before the fact, sticking to it when a 5.2% swing hits, and resisting the urge to chase momentum after a surprise rally. The psychological test here is patience over prediction, making this scenario a potent training ground for anyone seeking to sharpen judgment under uncertainty.