S&P/BMV IPC Uptrend Replay (2002-11-19 to 2003-01-14)
Replay 74 daily bars from the S&P/BMV IPC between October 2002 and February 2003, navigating an 8.9% drawdown along the way. Step through each session, face 4 critical decision points, and receive an AI coach review of your simulated choices.
74 daily bars · 11 decision points · 2002-10 to 2003-02 · Stocks
Key facts
This window spans 110 days with a peak-to-trough drawdown of 8.9% and a 13.6% run-up.
- Max drawdown
- −8.9%
- Max run-up
- +13.6%
- Duration
- 110 days
- Largest single-day move
- +3.9%
- Bars
- 74 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 faced a period of uncertainty as global recovery narratives clashed with lingering concerns about corporate fundamentals. The S&P/BMV IPC index, tracking Mexico's most liquid stocks, provided a concentrated window into these crosscurrents. Investors navigating this scenario between late October 2002 and February 2003 confronted the challenge of maintaining conviction while absorbing real losses—making this an ideal laboratory for testing decision-making under pressure.
The replay covers 74 daily bars spanning from October 23, 2002 to February 10, 2003. The index ultimately closed at 5837.89, representing a net decline of -2.7% from an opening level near 6000.62. Yet the headline number obscures a more turbulent journey: an 8.9% maximum drawdown tested investor resolve, while a 3.9% single-session swing demonstrated the volatility that can emerge without warning. Throughout this period, participants faced 11 decision points—4 of which represented critical junctures where positioning and risk management truly mattered.
This scenario strips away the comfort of hindsight, forcing traders to make choices with incomplete information. The modest overall decline masks a more turbulent internal journey, illustrating how percentage losses understate the psychological strain of navigating drawdowns. The presence of significant volatility within a small net move underscores the critical importance of position sizing, disciplined risk controls, and emotional steadiness when outcomes remain genuinely uncertain. Participants learn that surviving periods of ambiguity—rather than predicting direction—often separates durable performance from fortunate speculation.