S&P/BMV IPC Downtrend Replay (1995-10-06 to 1995-10-26)
Replay a 1995 IPC correction that saw the index slide from 2412 to 2255.7, a 6.5% decline across roughly one month. You step through authentic daily bars, face seven decision points, and receive an AI coach review of each simulated choice.
30 daily bars · 7 decision points · 1995-09 to 1995-11 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 10.0% and a 8.4% run-up.
- Max drawdown
- −10.0%
- Max run-up
- +8.4%
- Duration
- 42 days
- Largest single-day move
- +4.9%
- Bars
- 30 Daily bars
- Decision points
- 7
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 autumn of 1995, the S&P/BMV IPC stood as the principal benchmark for Mexico's equity market, still navigating the aftermath of the Tequila Crisis that had battered emerging markets two years prior. This replay transports you to an October correction period when investor confidence faced renewed pressure. With seven decision points embedded across authentic daily bars, you step into the shoes of a trader managing positions through a sustained pullback in one of Latin America's key stock indices.
The index descended from 2412 to 2255.7, recording a 6.5% decline over roughly one month of trading. The journey proved more turbulent than the headline figure suggests, with maximum drawdown reaching 10.0% and the largest single-day move spanning 4.9%. These figures capture the volatility that distinguishes a correction from a orderly retreat, where sharp reversals tested any assumptions about the downside being limited. The data encompasses 30 daily bars from late September through early November, providing the authentic rhythm of price discovery during this uncertain stretch.
Trading through a correction demands separating signal from noise. This scenario trains you to define exit thresholds before drawdowns accelerate, maintain position discipline when intraday swings reach 4.9%, and recognize when a 10.0% pullback represents a potential entry opportunity versus a warning sign of deeper weakness. The three critical decision points in this replay are designed to expose the psychological traps of loss aversion and recency bias. Historical context matters: the 1990s emerging market landscape offered fewer safeguards than today's frameworks, making this replay particularly valuable for understanding how risk management principles apply across different market structures.
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