Merval Downtrend Replay (2019-03-18 to 2019-04-29)
Step into Argentina's Merval correction of 2019, a simulated replay spanning 56 daily bars where the index slid 7.1% from 35852 to 33316. Walk through each trading day, tackle 10 decision points including 4 critical ones, and receive an AI coach review of your choices.
56 daily bars · 10 decision points · 2019-02 to 2019-05 · Stocks
Key facts
This window spans 85 days with a peak-to-trough drawdown of 21.3% and a 18.4% run-up.
- Max drawdown
- −21.3%
- Max run-up
- +18.4%
- Duration
- 85 days
- Largest single-day move
- +5.2%
- Bars
- 56 Daily bars
- Decision points
- 10
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
In early 2019, Argentina's Merval index faced mounting pressures as one of Latin America's most volatile equity markets entered a correction phase. The scenario replays 56 daily bars spanning from February 21 to May 17, 2019, placing participants in the shoes of an investor navigating an unfamiliar yet historically significant downturn. Emerging market dynamics, currency instability, and shifting investor sentiment combined to create an environment where every decision carried amplified consequences.
What unfolded was a sustained decline: the index retreated 7.1% from 35852 to 33316 over the replay period. The journey proved far more turbulent than the headline figure suggests, with a maximum drawdown of 21.3% testing portfolio resilience at its core. Traders faced the largest single-bar move of 5.2%, a reminder that correction phases compress substantial price action into isolated, high-impact sessions. Across the replay, participants encountered 10 decision points, of which 4 were flagged as critical junctures demanding careful calibration of position sizing and timing.
This replay excels as a laboratory for testing process over prediction. Participants must practice distinguishing between short-term noise and structural shifts, managing risk when drawdowns exceed comfort zones, and maintaining psychological discipline when markets grind lower without clear inflection signals. The educational value lies not in anticipating the bottom, but in building repeatable habits that preserve capital and optionality through prolonged adverse conditions.