S&P/BMV IPC Uptrend Replay (2004-05-10 to 2004-06-07)
Replay a 42-bar Mexican IPC stretch where the index fell 5.0% into a deep 11.9% drawdown across 42 daily bars. Step through each authentic 2004 session, face eight decision points including three critical ones, and receive an AI coach review on your simulated choices.
42 daily bars · 8 decision points · 2004-04 to 2004-06 · Stocks
Key facts
This window spans 59 days with a peak-to-trough drawdown of 11.9% and a 9.8% run-up.
- Max drawdown
- −11.9%
- Max run-up
- +9.8%
- Duration
- 59 days
- Largest single-day move
- −3.6%
- Bars
- 42 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
The Mexican IPC entered the 2000s as a market where bold moves could quickly reverse. In the period from 2004-04-23 to 2004-06-21, a 42-bar stretch tested every participant with an index that fell 5.0% into an 11.9% drawdown. The scenario captures a rally that failed, forcing traders to choose between holding, cutting, or adding as the index ground lower through eight decision points including three critical ones. What was at stake was not just capital preservation but the discipline to act when the tape turned hostile.
The close moved from 10721.62 to 10187.92 over those 42 daily bars, a -5.0% outcome that undersells the stress of getting there. The largest single-bar move hit 3.6%, enough to trigger stops and shake conviction. Maximum drawdown of 11.9% meant anyone who chased early strength sat through meaningful pain before the period closed. This was not a smooth drift but a series of reversals that punished assumption and rewarded process.
The teaching here is procedural: eight decision points force you to articulate a rule before the market applies its own. The 11.9% drawdown reminds us that max pain often precedes resolution. The 3.6% single-day swing shows that volatility itself can become the decision. For training purposes, the value lies in feeling the pressure of those three critical nodes and building a response that does not depend on hindsight. This replay is not about predicting the rally but about rehearsing what you do when it does not arrive.
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