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S&P/BMV IPC Uptrend Replay (1999-10-15 to 1999-12-30)

StocksIPC (BMV)MXBoom1999-09 to 2000-02Difficulty 4/5FreeView charts

Mexico's S&P/BMV IPC climbed 50.3% from 5051 to 7592.57 between September 1999 and February 2000 in this daily-bar replay. Walk through 108 authentic trading days, face 11 decision points including 4 critical ones, and review each choice with an AI coach in a simulated educational environment.

108K lines
11Decision points
4Difficulty
DailyGranularity

108 daily bars · 11 decision points · 1999-09 to 2000-02 · Stocks

Key facts

This window spans 154 days with a peak-to-trough drawdown of 11.6% and a 57.4% run-up.

Max drawdown
−11.6%
Max run-up
+57.4%
Duration
154 days
Largest single-day move
+5.7%
Bars
108 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

How to play
  1. The market advances day by day. You only see candles up to the current day — as if you were really there.

  2. At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.

  3. 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 S&P/BMV IPC, the principal equity benchmark of the Mexican securities exchange, enters a period of significant momentum as the 1990s draw toward a close. The replay spans from late 1999 into early 2000, placing participants in the context of late-decade emerging market enthusiasm. Investors navigating this period faced questions about whether a market accelerating through record territory could sustain its trajectory or required careful risk management.

The IPC surged 50.3% from 5051 to 7592.57 across 108 trading days between September 1999 and February 2000. Despite the powerful uptrend, the index experienced an 11.6% max drawdown and a largest single-bar move of 5.7%, illustrating that even strong directional markets contain volatility and reversals. This combination of substantial gains with notable intra-trend fluctuations created a demanding environment for decision-making.

This scenario tests participants across 11 decision points, including 4 critical junctures that likely required real-time assessment of momentum versus mean-reversion signals. The interplay between a 50.3% overall gain and an 11.6% peak-to-trough decline offers rich material for examining position sizing, stop-loss discipline, and the psychological challenge of maintaining conviction during drawdowns. Participants can explore how process and risk management interact when facing large single-bar moves that test emotional composure.