Merval Uptrend Replay (2008-01-21 to 2008-02-28)
Replay the Argentine Merval's 2008 uptrend across 58 daily bars ending in a 7.1% pullback. Walk through 11 decision points, with 4 marked critical, and receive an AI coach review of each simulated choice.
58 daily bars · 11 decision points · 2007-12 to 2008-03 · Stocks
Key facts
This window spans 83 days with a peak-to-trough drawdown of 13.4% and a 17.2% run-up.
- Max drawdown
- −13.4%
- Max run-up
- +17.2%
- Duration
- 83 days
- Largest single-day move
- −6.3%
- Bars
- 58 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.
Event Replay
What happened — and what it teaches
The Argentine Merval stands as one of Latin America's most volatile equity benchmarks, and the early months of 2008 tested that reputation brutally. In this replay, traders entered a market that had been performing, confronting an environment where the index would ultimately retreat from 2168 to 2014 across 58 daily bars, a -7.1% pullback that wiped out earlier gains. The scenario captures a critical juncture in global markets when emerging equities faced mounting headwinds, making every entry and exit a consequential decision.
What unfolded over the data span from late 2007 through mid-March 2008 was a masterclass in drawdown risk. The index endured a maximum drawdown of 13.4%, with the largest single-bar move reaching 6.3%—movements that could devastate inadequate position sizing or poorly planned exits. Traders navigated 11 decision points across this period, with 4 marked as critical junctures where directional bias was most severely punished. The gap between an uptrend premise and a declining outcome created fertile ground for judgment errors.
This replay distills essential lessons for decision training: process discipline matters more than directional conviction, and risk management protocols must anticipate environments where the prevailing narrative reverses sharply. The 13.4% drawdown and 6.3% single-bar volatility expose positions sized without margin for surprise. Psychologically, the scenario trains traders to distinguish between a promising setup and a confirmed trend, resisting the urge to average down or hold through deteriorating conditions. Completing this replay builds muscle memory for managing capital when markets diverge from expectations.