S&P/BMV IPC Uptrend Replay (2002-09-19 to 2002-11-06)
Replay 70 daily bars of the Mexican IPC from August to December 2002, capturing a 9.9% drawdown within a 1.2% net climb. Step through 11 decision points—including 4 critical ones—while an AI coach reviews your choices in this simulated, educational market replay.
70 daily bars · 11 decision points · 2002-08 to 2002-12 · Stocks
Key facts
This window spans 101 days with a peak-to-trough drawdown of 9.9% and a 10.3% run-up.
- Max drawdown
- −9.9%
- Max run-up
- +10.3%
- Duration
- 101 days
- Largest single-day move
- −5.3%
- Bars
- 70 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 2002, the Mexican equity market found itself in a delicate position. The S&P/BMV IPC index was navigating the aftermath of global tech losses and domestic economic uncertainty. The period from late August through early December presented traders with 70 daily bars of authentic price action, demanding constant assessment of entry, exit, and position sizing. What was at stake was not merely directional conviction but the discipline to manage real risk in a market that offered no clear narrative.
The numbers reveal a market that rewarded neither the reckless nor the passive. Starting at 6148.89, the index closed at 6223.59 by December 2, a modest net advance of just 1.2%. Yet this headline figure obscures the turbulence beneath: a maximum drawdown of 9.9% tested positions severely, while the largest single-bar move of 5.3% could have destroyed poorly managed accounts in a single session. Across 11 decision points—four of them critical—participants faced moments where patience or action determined survival.
This replay teaches that survival precedes profitability. The compressed 1.2% gain against a 9.9% drawdown illustrates how easily a trader can be whipsawed by volatility that ultimately resolves sideways. Process discipline, not prediction, becomes the edge: managing risk through drawdowns, sizing positions to withstand 5.3% intraday shocks, and maintaining composure across four pivotal junctures. The IPC episode is a classroom in humility, showing that even unremarkable markets demand extraordinary discipline.