S&P/BMV IPC Uptrend Replay (1991-12-11 to 1992-03-03)
Ride a powerful 29.6% Mexican IPC advance over 102 daily bars from November 1991. Step into four critical decision points, replay the historic boom day-by-day, and receive an AI coach review of every simulated choice.
102 daily bars · 11 decision points · 1991-11 to 1992-04 · Stocks
Key facts
This window spans 158 days with a peak-to-trough drawdown of 12.8% and a 49.8% run-up.
- Max drawdown
- −12.8%
- Max run-up
- +49.8%
- Duration
- 158 days
- Largest single-day move
- +4.9%
- Bars
- 102 Daily bars
- Decision points
- 11
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
- S&P/BMV IPC Uptrend Replay (1992-09-25 to 1993-01-06)1992 · Lv.2
- S&P/BMV IPC Uptrend Replay (1993-11-08 to 1994-01-06)1993 · Lv.4
- S&P/BMV IPC Uptrend Replay (1993-06-07 to 1993-09-07)1993 · Lv.3
- S&P/BMV IPC Uptrend Replay (1994-07-20 to 1994-09-23)1994 · Lv.2
- S&P/BMV IPC Uptrend Replay (1995-05-31 to 1995-07-13)1995 · Lv.4
- S&P/BMV IPC Uptrend Replay (1995-02-27 to 1995-04-07)1995 · Lv.2
Event Replay
What happened — and what it teaches
The Mexican IPC index enters the spotlight in late 1991, a period when Latin American markets were attracting renewed global attention. Over 102 daily bars spanning November 1991 through April 1992, traders faced a powerful trending environment in which sustained optimism drove prices steadily higher. This replay places you inside the daily rhythm of that advance, asking you to make real choices at 11 distinct decision points, four of which the scenario marks as critical inflection moments.
The index climbed from 1418.8 to 1838.2, delivering a 29.6% total return across the data window. Yet the journey was far from a straight line upward. A maximum drawdown of 12.8% tested conviction during pullbacks, while the largest single-day move of 4.9% demanded rapid adaptation when momentum surged unexpectedly. These documented fluctuations transform a simple backtest into a realistic stress-test of trading discipline.
This replay sharpens three core skills. First, it forces you to articulate and commit to an entry-exit process before each bar closes, preventing the drift toward discretionary improvisation. Second, it confronts you with drawdown risk in real time, training the psychological resilience needed to hold positions through adverse stretches without abandoning a sound plan. Third, the four critical decision points require you to act under uncertainty, balancing the evidence of an uptrend against the ever-present possibility of reversal. Success here is measured not by the simulated P&L alone, but by the quality of your documented reasoning at each juncture.