Merval Downtrend Replay (2026-07-22 to 2026-08-19)
Replay the Merval's 15.0% drawdown across 40 daily bars from June to August 2026 as an interactive training scenario. Walk through each session, tackle seven decision points, and receive an AI coach review of your choices in a simulated environment.
40 daily bars · 7 decision points · 2026-06 to 2026-08 · Stocks
Key facts
This window spans 57 days with a peak-to-trough drawdown of 15.0% and a 8.3% run-up.
- Max drawdown
- −15.0%
- Max run-up
- +8.3%
- Duration
- 57 days
- Largest single-day move
- −3.2%
- Bars
- 40 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.
Related scenarios
- Merval Downtrend Replay (2026-01-27 to 2026-02-18)2026 · Lv.3
- Merval Downtrend Replay (2025-05-20 to 2025-06-23)2025 · Lv.2
- Merval Downtrend Replay (2025-02-20 to 2025-03-10)2025 · Lv.3
- BIST 100 Downtrend Replay (2026-06-18 to 2026-07-30)2026 · Lv.2
- PSI 20 Downtrend Replay (2026-04-09 to 2026-06-10)2026 · Lv.1
- S&P/BMV IPC Downtrend Replay (2026-04-09 to 2026-06-10)2026 · Lv.1
Event Replay
What happened — and what it teaches
The Merval index scenario trains traders on navigating a sustained correction in Argentina's equity market. This replay covers 40 daily bars from 2026-06-30 to 2026-08-26, placing participants in the 2020s market environment where the index moved from 3168608 to 3024971. The scenario presents 7 decision points, including 3 marked as critical, testing how well traders can read deteriorating conditions and manage risk in a high-volatility emerging market context.
The period saw the Merval decline by -4.5% from start to finish, but the real challenge lay beneath the surface. The index experienced a maximum drawdown of 15.0% during this stretch, with the largest single-bar move reaching 3.2%. This means traders faced not just a steady erosion of value, but sudden spikes in either direction that could trigger emotional decisions or protective stops.
This scenario sharpens decision-making under pressure by confronting participants with the gap between headline returns and actual pain points. Trainees learn to recognize when a -4.5% outcome masks a 15.0% drawdown, and why the largest single-bar move of 3.2% matters more than the final percentage. It trains emotional discipline, position sizing, and the ability to act on process rather than react to headlines, building habits that transfer to any volatile market condition.
Featured in the archive