S&P/BMV IPC Uptrend Replay (1995-02-27 to 1995-04-07)
Replay 58 daily bars of Mexico's IPC from February to May 1995, a period that swallowed a 26.1% drawdown before ending up 0.9%. Step into each trading day, weigh 11 decision points with four critical, and receive an AI coach review—all simulated capital, purely educational.
58 daily bars · 11 decision points · 1995-02 to 1995-05 · Stocks
Key facts
This window spans 85 days with a peak-to-trough drawdown of 26.1% and a 38.3% run-up.
- Max drawdown
- −26.1%
- Max run-up
- +38.3%
- Duration
- 85 days
- Largest single-day move
- −7.3%
- Bars
- 58 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
The Mexican stock market in early 1995 presented investors with a severe test of resilience. Mexico's IPC index, the country's principal equity benchmark, navigated a treacherous period spanning from February 6 to May 2, 1995—a time when the aftermath of the "Tequila Crisis" still weighed heavily on emerging market sentiment. This 58-bar daily dataset captures a market fighting to find footing after significant disruption.
The period delivered a paradox: a 0.9% net gain that concealed violent internal turbulence. The index moved from 1959.2 to 1976.5 over 58 trading sessions, yet suffered a maximum drawdown of 26.1% along the way. The largest single session saw a 7.3% swing—enough to test even seasoned traders. Those who focused solely on the modest endpoint would have missed the extraordinary journey required to reach it.
For decision training, this scenario distills the core challenge of risk management during market recoveries. Participants face 11 decision points, with 4 designated as critical junctures where positioning choices carry heightened consequence. The scenario teaches that surviving a 26.1% drawdown is not failure—it is often the price of participating in any recovery. Psychology matters as much as analysis: the ability to endure temporary losses while maintaining conviction defines the difference between traders who reach the other side and those who exit prematurely.
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