S&P/BMV IPC Uptrend Replay (1998-10-07 to 1998-11-06)
Replay a 44-bar stretch of Mexico's IPC index soaring 18.2% from 3494.4 to 4131.45 across late 1998. Walk through each session, navigate 8 decision points including 3 critical ones, and receive an AI coach review of your choices in this simulated historical exercise.
44 daily bars · 8 decision points · 1998-09 to 1998-11 · Stocks
Key facts
This window spans 63 days with a peak-to-trough drawdown of 13.5% and a 27.0% run-up.
- Max drawdown
- −13.5%
- Max run-up
- +27.0%
- Duration
- 63 days
- Largest single-day move
- +9.1%
- Bars
- 44 Daily bars
- Decision points
- 8
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
Mexico's IPC index entered a decisive phase in late 1998 as the decade's emerging-market turbulence gave way to a sustained advance. Between October 7 and November 6, traders faced the classic dilemma of an uptrend already in motion: entering late risked buying at elevated levels, while staying out meant missing a significant move. The period demanded disciplined position management amid global uncertainty that still lingered from the 1990s financial stress.
Over the 44-bar span from late September through late November, the IPC surged 18.2% from 3494.4 to 4131.45. The ascent was not linear—a maximum drawdown of 13.5% tested conviction—and a single session moved as much as 9.1%, reminding participants that strong trends contain their own hazards. Eight decision points punctuated the course, three of which the replay designates as critical junctures where directional conviction was most severely evaluated.
For decision training, this replay isolates how momentum environments punish both premature exits and undisciplined entries. The 13.5% pullback forces reflection on loss tolerance, while the 9.1% intraday spike challenges emotional control. Navigating eight choice moments—three pivotal—builds the habit of separating noise from signal before commitment. The core lesson: surviving volatile advances requires pre-defined rules, because the same force that drives gains amplifies the temptation to override them.
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