Merval Uptrend Replay (2018-10-11 to 2018-11-05)
Step into 34 turbulent daily bars on Argentina's Merval, where the index slipped from 33,462 to 31,109 amid a 17.5% max drawdown. Replay each session, navigate seven decision points including three critical ones, and receive AI coach review on your simulated choices.
34 daily bars · 7 decision points · 2018-09 to 2018-11 · Stocks
Key facts
This window spans 49 days with a peak-to-trough drawdown of 17.5% and a 13.8% run-up.
- Max drawdown
- −17.5%
- Max run-up
- +13.8%
- Duration
- 49 days
- Largest single-day move
- +7.2%
- Bars
- 34 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 Merval, Argentina's benchmark equity index, entered a turbulent phase during the autumn of 2018. From October 11 to November 5, 2018, the market presented a demanding replay environment where participants faced a complex interplay of domestic economic strain and regional uncertainty. With the index having experienced significant volatility in preceding months, traders entering this scenario confronted the challenge of maintaining discipline while navigating a market where established trends could reverse rapidly.
The 34 daily bars spanning from late September to mid-November told a story of resilience under pressure. The Merval descended from 33,462 to 31,109, translating to a 7.0% decline over the full dataset window. Yet the headline number obscured a rougher intermediate reality—a maximum drawdown of 17.5% tested portfolio endurance at various points. The largest single session move of 7.2% reminded participants that directional bets carried substantial intraday risk. Seven decision points punctuated this stretch, with three emerging as critical junctures where directional conviction and risk management were most severely examined.
This scenario distills essential lessons for decision training. The wide gap between the 7.0% net decline and the 17.5% maximum drawdown illustrates how volatility can punish indecision or poorly-timed entries. Process discipline—sticking to pre-defined risk parameters and avoiding reactive sizing—determines survival in such environments. Psychologically, the repeated 7.2% single-bar swings demand emotional equilibrium; panic selling amplifies losses while reckless averaging compounds exposure. For trainees, the Merval replay offers a classroom where managing drawdowns, respecting volatility thresholds, and maintaining rational sequencing of decisions matter more than directional accuracy alone.