S&P/BMV IPC Downtrend Replay (2000-09-07 to 2000-10-17)
Replay a 58-day slice of the Mexican IPC that endured a 17.9% drawdown during the 2000 correction. Move through 11 decision points, including 4 critical ones, and receive an AI coach review of your simulated choices.
58 daily bars · 11 decision points · 2000-08 to 2000-11 · Stocks
Key facts
This window spans 82 days with a peak-to-trough drawdown of 17.9% and a 13.5% run-up.
- Max drawdown
- −17.9%
- Max run-up
- +13.5%
- Duration
- 82 days
- Largest single-day move
- +3.9%
- Bars
- 58 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 autumn of 2000, the Mexican IPC index entered a correction phase that tested the resolve of equity investors in one of Latin America's most liquid markets. The 58-day replay window spanning from mid-August through early November captured a period when emerging-market optimism was giving way to global growth concerns. For participants in this simulation, the stakes were clear: navigate a declining trend without compounding losses, and demonstrate discipline when the market's direction turned against consensus expectations.
The headline close figure shows the IPC falling just -0.9%, from 6536.87 to 6478.64 over the full data span. Yet this modest net decline concealed the turbulence beneath: a maximum drawdown of 17.9% tested portfolio values, while the largest single-bar move of 3.9% demonstrated how quickly sentiment could shift. Eleven decision points punctuated the period, with four designated as critical junctures where directional conviction was most severely rewarded or punished. The gap between the headline result and the realized volatility illustrates why surface-level performance metrics often fail to capture the true investor experience.
This replay session trains participants to look beyond final prices and focus on process quality under uncertainty. Managing through a 17.9% drawdown requires disciplined position sizing and pre-defined exit triggers, while sudden 3.9% swings demand emotional equilibrium rather than reactive hedging. The four critical decisions serve as focal points for examining whether participants are acting on reasoned analysis or succumbing to recency bias. Historical corrections like the 2000 IPC decline offer invaluable classrooms for building the risk-management instincts that serve investors across all market environments.