S&P/BMV IPC Uptrend Replay (1994-05-09 to 1994-06-06)
Replay a Mexico IPC uptrend with 42 daily bars and an 8.4% max drawdown from 1994-04-21 to 1994-06-20. Step through each session, navigate 8 decision points including 3 critical ones, and receive an AI coach review of your simulated choices.
42 daily bars · 8 decision points · 1994-04 to 1994-06 · Stocks
Key facts
This window spans 60 days with a peak-to-trough drawdown of 8.4% and a 21.0% run-up.
- Max drawdown
- −8.4%
- Max run-up
- +21.0%
- Duration
- 60 days
- Largest single-day move
- +5.6%
- Bars
- 42 Daily bars
- Decision points
- 8
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
This replay covers the Mexican IPC equity market during the early 1990s, spanning April 21 to June 20, 1994—a period when investors navigated a complex landscape of shifting expectations and macroeconomic crosscurrents. The IPC, Mexico's flagship stock index, presented participants with 42 daily bars to analyze and 8 decision points to navigate, of which 3 were flagged as critical junctures. What was at stake was not simply directional conviction but the discipline to act thoughtfully under uncertainty, testing how well traders could process evolving price signals without succumbing to reactive impulses.
Over this roughly two-month window, the IPC advanced from 2058.5 to 2281.8, delivering a net gain of 10.8%. Yet the journey proved far from smooth—the market endured a maximum drawdown of 8.4%, with individual sessions swinging as much as 5.6%. This pattern of modest net appreciation punctuated by sharp reversals and intraday volatility created an environment where both entry timing and drawdown tolerance mattered enormously. Participants who fixated solely on the headline return without respecting the intervening turbulence would have found the experience humbling.
For decision training purposes, this replay exposes the tension between patience and prudence. The 10.8% outcome rewards those who held conviction through the 8.4% pullback, but the path required discipline to endure volatility spikes of 5.6% without abandoning the thesis. The scenario teaches that process consistency—sticking to reasoned criteria at each of the 8 decision points—matters more than outcome satisfaction. Psychology matters as much as analysis: the ability to tolerate temporary losses while maintaining strategic focus distinguishes durable decision-makers from those who react to noise.
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