S&P/BMV IPC Uptrend Replay (1995-04-18 to 1995-05-23)
Mexico's IPC climbed 8.5% across an authentic six-week stretch, including a 5.3% single-day surge. Replay each daily bar, navigate nine decision points against real 1995 volatility, and receive an AI coach review, with simulated capital only.
48 daily bars · 9 decision points · 1995-03 to 1995-06 · Stocks
Key facts
This window spans 71 days with a peak-to-trough drawdown of 8.1% and a 17.0% run-up.
- Max drawdown
- −8.1%
- Max run-up
- +17.0%
- Duration
- 71 days
- Largest single-day move
- +5.3%
- Bars
- 48 Daily bars
- Decision points
- 9
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 early 1995, Mexico's Bolsa Mexicana de Valores was navigating one of the most turbulent periods in its modern history. The Tequila Crisis had shaken investor confidence across emerging markets, and the IPC index faced the daunting task of finding stability while macroeconomic conditions remained uncertain. For traders replaying this stretch, the challenge was not simply capturing a directional move, but doing so while managing positions through genuine uncertainty and rapidly shifting sentiment. The six-week replay window offered a realistic training ground for those seeking to understand how markets digest volatility during recovery phases.
The IPC ultimately climbed from 1832.6 to 1988, delivering an 8.5% gain across 48 daily bars. Yet the path was anything but smooth. The index experienced a maximum drawdown of 8.1% along the way, meaning participants who entered at wrong moments could have faced significant unrealized losses before any recovery materialized. Most striking was a single-day surge of 5.3%, illustrating how momentum can reverse sharply in volatile markets. Across this stretch, nine decision points were embedded—including three critical junctures where positioning choices could dramatically alter outcomes. Navigating these inflection moments defined the difference between participating in the rally and being sidelined by fear or poor risk calibration.
This replay emphasizes that profitable outcomes in uncertain environments depend less on predicting exact tops and bottoms and more on maintaining disciplined process. Participants must grapple with how to size positions when drawdowns can reach 8.1%, how to respond to sudden 5.3% intraday swings, and how to avoid paralysis at critical decision points. The historical context underscores that recoveries rarely unfold linearly; they test conviction and risk management in equal measure. By confronting these dynamics through simulated capital, learners can build intuitive understanding of volatility cycles without financial exposure—developing the psychological resilience necessary for navigating genuine market turbulence.
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