S&P/BMV IPC Uptrend Replay (1997-08-29 to 1997-10-21)
Mexico's IPC index slid 13.4 percent from 5135.2 to 4448.8 between August and November 1997, a stretch that included a 20.6 percent drawdown. Replay the 72 daily bars, weigh 11 decision points, and get an AI coach review on your simulated choices.
72 daily bars · 11 decision points · 1997-08 to 1997-11 · Stocks
Key facts
This window spans 101 days with a peak-to-trough drawdown of 20.6% and a 15.5% run-up.
- Max drawdown
- −20.6%
- Max run-up
- +15.5%
- Duration
- 101 days
- Largest single-day move
- −13.3%
- Bars
- 72 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
In the late summer of 1997, Mexico's IPC index sat near the 5135.2 mark, having climbed through a period of optimism across emerging markets. The setup is a textbook emerging-market rally replay: an index at elevated levels entering a window of global financial stress, where capital flows can reverse quickly. The at stake dimension is decision-making under elevated valuations during an era when contagion across markets was a real and present risk. Practicing how you react when momentum, sentiment, and macro news all collide is the core training value here.
Over the 72 daily bars from August to November, the index slid 13.4 percent to close at 4448.8. The path was punishing: a maximum drawdown of 20.6 percent along the way, plus a single-day move of 13.3 percent that would have tested any stop-loss or hedging discipline. Eleven decision points, four of them critical, punctuate the tape, meaning roughly one in three sessions carried a consequential choice between holding exposure, cutting risk, or repositioning. The data does not record what you would have done, only that the swings were wide enough that inaction was itself a decision.
The lessons for decision training are process-driven rather than predictive. First, large single-bar moves of this magnitude underscore why pre-committed rules matter; discretionary judgment during a 13.3 percent session is rarely at its best. Second, a 20.6 percent drawdown on top of a 13.4 percent close-to-close decline illustrates how end-of-period snapshots can understate the real pain along the path. Finally, psychology: drawdowns of this size tend to trigger re-anchoring, second-guessing, and capitulation. The replay is designed so you can rehearse staying with a plan, revising it deliberately, and documenting why, rather than improvising under fear.