S&P/BMV IPC Uptrend Replay (1992-09-25 to 1993-01-06)
Replay 132 daily bars of Mexico's IPC index from 1992-08-07 to 1993-02-23, navigating a 19.8% drawdown mid-trend. You step through each session, face 11 decision points including 4 critical ones, and receive an AI coach review of your simulated choices.
132 daily bars · 11 decision points · 1992-08 to 1993-02 · Stocks
Key facts
This window spans 200 days with a peak-to-trough drawdown of 19.8% and a 46.6% run-up.
- Max drawdown
- −19.8%
- Max run-up
- +46.6%
- Duration
- 200 days
- Largest single-day move
- +4.7%
- Bars
- 132 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.
Event Replay
What happened — and what it teaches
In the early 1990s, Mexico's IPC index presented traders with a demanding replay scenario spanning 132 daily bars from August 7, 1992 to February 23, 1993. This period represented a significant test of risk management and decision-making during a decade marked by emerging-market volatility. Participants navigated the Mexican equity market at a time when regional economic uncertainty made every trading session consequential for portfolio outcomes.
The index closed the data span at 1542.7, a modest -1.1% decline from its opening level of 1560.4, yet this headline figure masked a turbulent journey. The market endured a maximum drawdown of 19.8%, with the largest single-bar move reaching 4.7%. These statistics underscore that surviving this period required more than directional conviction; it demanded the ability to endure substantial interim losses while maintaining strategic discipline through 11 decision points, of which 4 were designated as critical inflection moments.
For decision training purposes, this replay exemplifies how process matters more than outcome in volatile markets. The 19.8% drawdown serves as a stark reminder that even well-reasoned positions can suffer significant temporary impairment. Navigating 11 decision points teaches the discipline of reverting to analysis after market stress, while the 4 critical junctures test whether traders can execute under pressure. The psychological dimension here is paramount: participants must learn to separate the quality of their decision process from short-term price fluctuations, cultivating the resilience necessary to operate effectively across all phases of a market cycle.
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