S&P/BMV IPC Uptrend Replay (2007-08-16 to 2007-10-18)
Step into a volatile 2007 S&P/BMV IPC stretch where the index fell 11.9% across 92 daily bars with a 14.2% max drawdown. You replay each authentic trading day, face 4 critical decision points, and receive an AI coach review of your simulated choices.
92 daily bars · 11 decision points · 2007-07 to 2007-11 · Stocks
Key facts
This window spans 132 days with a peak-to-trough drawdown of 14.2% and a 18.1% run-up.
- Max drawdown
- −14.2%
- Max run-up
- +18.1%
- Duration
- 132 days
- Largest single-day move
- +4.6%
- Bars
- 92 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, Mexico's benchmark equity index, offers a window into a turbulent stretch of the 2000s emerging-markets landscape. This replay covers 92 authentic daily bars from mid-July through late November 2007, a period when global credit concerns were beginning to unsettle investors worldwide. You step into this scenario knowing the index fell -11.9% over the full span, yet you must trade each day as if the outcome were unknown. The stakes are clear: navigating a market that is about to test the resilience of even seasoned participants.
The index closed the period at 28520.16, down -11.9% from its 32386.51 starting point, with a max drawdown of 14.2%. Single-session swings reached 4.6%, underscoring the volatility that defined this era. Across the 11 decision points embedded in this replay, with 4 deemed critical, you must react to price action as it unfolded historically—no hindsight allowed. The 14.2% drawdown is not a distant theoretical maximum but a lived experience you may encounter mid-replay.
This scenario sharpens risk calibration by confronting you with authentic market behavior rather than sanitized examples. The 14.2% max drawdown teaches how quickly paper losses accumulate and why pre-defined exit rules matter. The 4.6% single-bar moves test emotional discipline when markets swing sharply in either direction. Success here depends on process over prediction: having rules before drawdowns exceed comfort levels, and accepting that volatility is neutral—neither a threat nor an invitation. Each decision point becomes a rehearsal for real psychological pressure.