S&P/BMV IPC Uptrend Replay (1996-10-30 to 1996-11-13)
Replay 30 daily bars of the S&P/BMV IPC from October 16 to November 27, 1996, a stretch that absorbed a 4.7% drawdown yet closed up 0.2% at 3268.8. Step through the seven decision points yourself, then review each call with the AI coach in a simulated educational environment.
30 daily bars · 7 decision points · 1996-10 to 1996-11 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 4.7% and a 7.5% run-up.
- Max drawdown
- −4.7%
- Max run-up
- +7.5%
- Duration
- 42 days
- Largest single-day move
- +1.7%
- 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 October 1996, the S&P/BMV IPC offered traders a concentrated 30-bar test of resilience against Mexico's equity market. This replay spans October 16 to November 27, placing participants inside one of the most instructive sideways-to-up cycles of the 1990s bull run. Seven decision points punctuate the timeline, three of them flagged as critical junctions where conviction and risk management intersected.
The mathematics of those weeks were modest yet meaningful: the index closed the stretch at 3268.8, a net gain of just 0.2 percent from its 3263 opening—deceptively small for anyone watching headline returns. Beneath that flat finish lay a 4.7 percent peak-to-trough drawdown, and the largest single daily swing reached 1.7 percent. Navigating the full arc meant absorbing real losses before the modest upside materialized.
This scenario excels as a training ground precisely because the outcome looks pedestrian. It trains participants to look past the final number and evaluate their process: Did they manage position size against the drawdown risk? Could they hold through volatility without abandoning their thesis? The replay forces honest reckoning with the psychological cost of staying invested when the tape offers no immediate validation.
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