Merval Uptrend Replay (2012-06-13 to 2012-07-19)
Replay a five-week 2012 Merval rally where the index closed 3.5% higher despite an 8.6% drawdown. Walk through 50 daily bars, face 9 decision points including 3 critical ones, and receive an AI coach review of your simulated choices.
50 daily bars · 9 decision points · 2012-05 to 2012-08 · Stocks
Key facts
This window spans 74 days with a peak-to-trough drawdown of 8.6% and a 16.4% run-up.
- Max drawdown
- −8.6%
- Max run-up
- +16.4%
- Duration
- 74 days
- Largest single-day move
- +3.9%
- Bars
- 50 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 scenario replays the Argentine Merval index during the spring-summer of 2012, a period marked by global uncertainty and domestic economic volatility. Trading around 2340 in late May, the index navigated commodity price swings, political transitions, and shifting risk appetite across emerging markets. The five-week window from late May to early August captures a defining stretch for Latin American equities during the 2010s, where every trading decision carried consequence.
Over 50 daily bars, the Merval ultimately closed at 2423, delivering a 3.5% gain. The journey, however, was far from linear—the index absorbed an 8.6% maximum drawdown, with individual sessions moving as much as 3.9%. Participants face 9 decision points across this span, including 3 critical junctures that tested entry timing, risk tolerance, and the nerve to maintain exposure through adverse stretches.
This replay sharpens decision-making under ambiguity, demonstrating how short-term drawdowns can coexist with positive outcomes. Trainees confront the psychological strain of holding positions through prolonged losses while staying aligned with the broader trend. The exercise emphasizes position sizing, disciplined stops, and emotional regulation—competencies that transfer across decades and asset classes.
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