Merval Uptrend Replay (2022-01-24 to 2022-03-03)
Replay 54 daily bars from January to March 2022 as Argentina’s Merval index climbed 5.7% from 85,286 to 90,170, enduring an 8.2% drawdown along the way. You will step through each decision point, weigh the volatility, and receive an AI coach review in this simulated, educational replay.
54 daily bars · 10 decision points · 2022-01 to 2022-03 · Stocks
Key facts
This window spans 77 days with a peak-to-trough drawdown of 8.2% and a 13.0% run-up.
- Max drawdown
- −8.2%
- Max run-up
- +13.0%
- Duration
- 77 days
- Largest single-day move
- +5.2%
- Bars
- 54 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
Argentina's Merval index, the country's flagship equity benchmark, offers a nuanced case study in volatile trend-following. The early months of 2022 presented investors with a market that was technically ascending yet punctuated by sharp reversals—a combination that tests both conviction and risk discipline. Participants entered this replay knowing they would face the psychological challenge of holding positions through meaningful pullbacks while the broader direction remained constructive.
The replay spans 54 daily bars from early January through late March 2022, tracing the index's climb from 85,286 to 90,170—a net advance of 5.7 percent. Beneath that surface gains lay genuine turbulence: an 8.2 percent maximum drawdown and a 5.2 percent single-bar swing that could unsettle even prepared participants. Ten decision points were embedded throughout, with four flagged as critical moments requiring deliberate choices about position management and risk exposure.
This scenario excels as a decision-training exercise because it decouples outcome from process. The 5.7 percent return looks modest in isolation, yet surviving the journey required emotional regulation, defined risk parameters, and the discipline to maintain strategic focus through intraday turbulence. For trainees, the lesson is clear: managing volatility is not about predicting each fluctuation but about building a repeatable framework that survives drawdowns while preserving capital for the next opportunity.