S&P/BMV IPC Uptrend Replay (1994-07-20 to 1994-09-23)
Replay 94 daily bars of Mexico's IPC from June to October 1994, a stretch marked by an 11.0% close gain and a 10.3% drawdown. Step through each session, make decisions at 11 checkpoints, and receive an AI coach review in a simulated educational environment.
94 daily bars · 11 decision points · 1994-06 to 1994-10 · Stocks
Key facts
This window spans 132 days with a peak-to-trough drawdown of 10.3% and a 28.7% run-up.
- Max drawdown
- −10.3%
- Max run-up
- +28.7%
- Duration
- 132 days
- Largest single-day move
- +3.3%
- Bars
- 94 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
Mexico's IPC index in the summer of 1994 occupied a pivotal moment in Latin American market history. The 1990s were a decade when emerging-market equities attracted global capital flows, yet carried elevated sensitivity to macroeconomic shifts and currency pressures. This replay places you inside 94 daily bars spanning June through October, where an 11.0% close gain masked significant internal turbulence—exactly the kind of environment where disciplined process matters more than directional conviction.
The numbers reveal a nuanced uptrend: the IPC climbed from 2310.5 to 2564.7 over the full data window, delivering an 11.0% return. Beneath that net gain lurked a 10.3% maximum drawdown, and individual sessions could swing by as much as 3.3% in a single day. Navigating this required not merely identifying the trend, but surviving its intermediate reversals and maintaining position integrity through volatility spikes that tested conviction at every turn.
For decision training, this scenario sharpens three core competencies. First, process discipline: with 11 checkpoints including 4 critical junctures, participants must articulate entries, exits, and scaling rationale before prices confirm or deny them. Second, risk calibration: a 10.3% drawdown tests whether position sizing accounts for adverse swings, not just favorable ones. Third, psychological resilience: the interplay between the 3.3% single-bar volatility and the ultimately positive outcome illustrates how momentum can mask panic points, demanding emotional equilibrium that separates disciplined traders from reactive ones.
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