S&P/BMV IPC Uptrend Replay (2004-08-13 to 2004-12-29)
Replay an authentic 2004 Mexican IPC uptrend where the index climbed 32.8% over 150 trading days. You step through each session, tackle 11 decision points, and receive an AI coach review on your simulated choices.
150 daily bars · 11 decision points · 2004-07 to 2005-02 · Stocks
Key facts
This window spans 210 days with a peak-to-trough drawdown of 6.3% and a 36.3% run-up.
- Max drawdown
- −6.3%
- Max run-up
- +36.3%
- Duration
- 210 days
- Largest single-day move
- −2.0%
- Bars
- 150 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
The S&P/BMV IPC index, Mexico's principal equity benchmark, entered a sustained climb during the second half of 2004. This replay covers 150 trading days from July 2004 through early 2005, a period when emerging-market equities were attracting renewed institutional attention amid shifting global interest rate expectations. The scenario presents 11 decision points, four of which the replay identifies as critical junctures where directional conviction would be tested.
The index rose from 10,042.02 to 13,339.41, delivering a 32.8% return over the data span. Notably, this advance occurred with remarkably contained volatility—the largest single-day move was just 2.0%, and the maximum drawdown never exceeded 6.3%. Such a steady climb provided a textured training ground: participants could practice scale-in and scale-out discipline, test conviction sizing, and observe how minor daily fluctuations test resolve without threatening the core thesis.
The scenario's value lies in studying conviction management in a forgiving but demanding environment. A 6.3% drawdown on a 32.8% gain is a manageable risk profile that rewards process adherence. Participants must navigate the tension between capturing upside and protecting gains—deciding when to hold through noise and when evidence warrants repositioning. This replay cultivates the discipline of separating price movement from narrative change, a distinction that separates deliberative traders from reactive ones. The 2000s framing grounds the exercise in authentic market mechanics rather than hypothetical constructs.
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