Merval Uptrend Replay (2008-03-19 to 2008-04-21)
Replay 40 daily bars of Argentina's Merval from March to May 2008, navigating a 7.7% drawdown across seven decision points. Walk through each session interactively, make your own calls, and receive an AI coach review of your simulated educational training.
40 daily bars · 7 decision points · 2008-03 to 2008-05 · Stocks
Key facts
This window spans 62 days with a peak-to-trough drawdown of 7.7% and a 9.3% run-up.
- Max drawdown
- −7.7%
- Max run-up
- +9.3%
- Duration
- 62 days
- Largest single-day move
- −3.3%
- Bars
- 40 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
In early 2008, the Merval stood at the crossroads of a turbulent global market. Argentina's benchmark index, tracking one of the world's most volatile emerging economies, faced headwinds from spreading credit concerns and commodity price swings. This replay places you in the trading seat during a period when the very rules of market engagement were being rewritten, testing every trader's framework for survival and opportunity recognition.
The data tells a nuanced story: across 40 daily bars spanning March to early May, the Merval drifted from 2135 to 2106, a modest -1.4% decline that obscures considerable internal turbulence. Participants weathered a 7.7% maximum drawdown while confronting the period's largest single-bar move of 3.3%. With seven decision points peppering the replay, including three flagged as critical junctures, the scenario demanded continuous reassessment of positions and conviction.
This replay distills essential lessons for educational training. The disconnect between modest net change and violent interim swings underscores why outcome focus blinds traders to process excellence. Seven decision points across 40 days creates a cadence of reflection, forcing deliberate practice rather than passive holding. The 3.3% single-session volatility serves as a laboratory for examining emotional regulation under pressure. Together, these elements form a comprehensive case study in risk management, disciplined framework adherence, and the psychology of navigating uncertainty without losing compositional control.
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