Merval Uptrend Replay (2009-11-30 to 2010-01-05)
Replay 44 daily bars of Argentina's Merval rally from November 2009 to January 2010, capturing a 7.6% climb with a 6.4% drawdown. Step through eight decision points, including three critical ones, while a simulated AI coach reviews your calls in this educational market-replay.
44 daily bars · 8 decision points · 2009-11 to 2010-01 · Stocks
Key facts
This window spans 68 days with a peak-to-trough drawdown of 6.4% and a 11.9% run-up.
- Max drawdown
- −6.4%
- Max run-up
- +11.9%
- Duration
- 68 days
- Largest single-day move
- −4.3%
- Bars
- 44 Daily bars
- Decision points
- 8
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
Argentina's Merval index in late 2009 presented traders with a transitional moment, straddling the final weeks of the 2000s and the opening days of the 2010s. This replay spans 44 daily bars from November 12, 2009 to January 19, 2010, capturing a market finding its footing after global financial turbulence. The scenario places participants in a period where emerging-market optimism collided with local economic uncertainty, making each decision point a test of conviction and discipline.
The index closed the period at 2388, up 7.6% from its 2219 opening level. Yet this headline figure masks a turbulent journey: a maximum drawdown of 6.4% tested downside resilience, while a largest single-bar move of 4.3% demanded composure during sudden spikes. The path from entry to exit was far from linear, requiring participants to navigate eight decision points, three of which the replay designates as critical junctions where directional conviction mattered most.
This scenario sharpens decision-making by placing historical volatility in a learning context. The 6.4% drawdown illustrates how even winning trades can produce discomfort, training participants to separate temporary losses from structural errors. The 4.3% single-bar moves reveal how quickly sentiment can shift in emerging markets, emphasizing position sizing and risk calibration. Eight decision points, three critical moments—each call is reviewed by an AI coach, turning the exercise into a structured feedback loop where process, not outcomes, becomes the measure of progress.
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