Merval Downtrend Replay (2010-04-09 to 2010-05-07)
Replay Argentina's Merval as it slid 13.4% across 40 daily bars in a volatile 2010 correction. Walk through each session, weigh seven decision points with the AI coach, and study how a textbook downtrend unfolds in a simulated educational environment.
40 daily bars · 7 decision points · 2010-03 to 2010-05 · Stocks
Key facts
This window spans 59 days with a peak-to-trough drawdown of 16.0% and a 7.2% run-up.
- Max drawdown
- −16.0%
- Max run-up
- +7.2%
- Duration
- 59 days
- Largest single-day move
- +7.2%
- 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
The Argentine Merval entered a testing period in the spring of 2010 as global markets absorbed mixed signals from post-crisis recovery. Between late March and mid-May, the index navigated 40 daily bars of trading in an environment where volatility demanded constant reassessment of positions and risk exposure. Seven decision points emerged across this stretch, three of them critical moments where directional conviction was most severely tested. Participants entering this replay faced the challenge of managing exposure in a market that offered no easy narrative.
What unfolded was a textbook correction: the Merval declined from 2414 to 2090, a cumulative retreat of -13.4% that included a maximum drawdown of 16.0%. The market's turbulence was underscored by individual sessions that moved as much as 7.2% in a single day, creating sharp intraday reversals and psychological pressure. This was not a crash but a grinding erosion of confidence that rewarded discipline and punished reactive behavior.
This replay teaches that process trumps prediction. Seven decision points across 40 sessions gave participants ample opportunity to practice sizing, timing, and risk management in real conditions. The 16.0% maximum drawdown reminded everyone that losses compound asymmetrically. The 7.2% single-bar moves forced quick recalibration of assumptions. For decision training, the lesson is clear: navigating a correction without permanent capital impairment requires emotional discipline, a clear framework, and the humility to adapt when the market keeps score.
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