Merval Uptrend Replay (2011-06-06 to 2011-07-07)
Replay a volatile 2011 Argentine Merval rally across 46 daily bars between May 18 and July 22, navigating a 7.9% drawdown. Step through 9 decision points, including 3 critical ones, and receive AI coach feedback on each call—simulated capital only.
46 daily bars · 9 decision points · 2011-05 to 2011-07 · Stocks
Key facts
This window spans 65 days with a peak-to-trough drawdown of 7.9% and a 11.7% run-up.
- Max drawdown
- −7.9%
- Max run-up
- +11.7%
- Duration
- 65 days
- Largest single-day move
- +3.5%
- Bars
- 46 Daily bars
- Decision points
- 9
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 challenging phase in mid-May 2011, as global markets navigated persistent uncertainty surrounding European sovereign debt concerns and shifting commodity flows that weighed on emerging-market sentiment. The scenario spans 46 daily bars from May 18 to July 22, placing participants inside one of the decade's most difficult environments for Latin American equities. What was at stake was not merely a flat close but the ability to make sound decisions under pressure, with a net outcome of -1.0% hiding significant intraperiod turbulence.
The market opened near 3,389 and ultimately settled at 3,356, representing that modest decline of -1.0%. Yet this headline figure obscures a wilder reality: the index endured a maximum drawdown of 7.9% during the period, while individual sessions saw moves as large as 3.5%. Nine decision points peppered the replay, with three marked as critical junctures where directional calls could diverge sharply from the mean outcome. Participants who treated every bar as routine likely found themselves unprepared for the volatility regime that unfolded.
This replay underscores why process matters more than outcome in training environments. Navigating a 7.9% drawdown without abandoning disciplined risk parameters is the true test, not whether one calls every inflection correctly. The three critical decisions serve as pressure points for examining whether participants define entries, price targets and stop-loss levels before entering, then stick to that plan when emotions surge. The market's unpredictability means drawdowns are inevitable; how one responds to them defines long-term trajectory. Each replay session offers a chance to refine analytical frameworks, recalibrate risk tolerance and build psychological resilience for future volatility.