S&P/BMV IPC Uptrend Replay (1996-03-08 to 1996-05-22)
Ride a Mexican IPC uptrend replay spanning 1996-01-31 to 1996-06-25, where the index climbs 4.1% amid an 11.8% max drawdown. Users step through each daily bar, face 11 decision points, and receive an AI coach review on their simulated calls.
100 daily bars · 11 decision points · 1996-01 to 1996-06 · Stocks
Key facts
This window spans 146 days with a peak-to-trough drawdown of 11.8% and a 22.5% run-up.
- Max drawdown
- −11.8%
- Max run-up
- +22.5%
- Duration
- 146 days
- Largest single-day move
- +4.5%
- Bars
- 100 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 S&P/BMV IPC, Mexico's benchmark equity index, offers a compelling 1990s trading laboratory. The replay spans from January 31 to June 25, 1996, capturing a period when emerging-market equities commanded global attention. Traders face the challenge of capturing upside momentum while navigating the treacherous pullbacks endemic to volatile markets. This scenario presents 11 decision points, four of which demand critical judgment calls, creating a rich environment for testing directional conviction and timing discipline.
Over the roughly five-month data window, the IPC advanced from 3034.7 to 3160, delivering a 4.1% net gain. This headline return, however, obscures considerable turbulence beneath the surface. The index endured an 11.8% maximum drawdown during the replay period, with a single session capable of moving 4.5%—large enough to trigger stop-losses or tempt emotional entries. The path from start to finish was anything but linear, rewarding those who could distinguish noise from genuine trend signals.
This replay hones three essential trader competencies. First, process: systematic rules for entries and exits prevent ad hoc decisions when volatility spikes. Second, risk calibration: an 11.8% peak-to-trough swing underscores why position sizing and drawdown tolerance must be established before committing capital. Third, psychology: holding through a double-digit drawdown tests conviction, while avoiding overtrading after large single-bar moves separates disciplined practitioners from impulsive ones. Participants leave with sharper situational awareness of how emerging-market trends actually unfold, rather than how they appear in hindsight.
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