S&P/BMV IPC Downtrend Replay (2007-12-07 to 2008-01-21)
Replay a 58-bar stretch of the Mexican IPC sliding 2.9% between November 2007 and February 2008, with a 19.1% peak drawdown. Step through each trading day, weigh 11 decision points (4 critical), and receive AI coach review in a simulated, educational setting.
58 daily bars · 11 decision points · 2007-11 to 2008-02 · Stocks
Key facts
This window spans 89 days with a peak-to-trough drawdown of 19.1% and a 16.4% run-up.
- Max drawdown
- −19.1%
- Max run-up
- +16.4%
- Duration
- 89 days
- Largest single-day move
- +6.4%
- Bars
- 58 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 late 2007, the Mexican Bolsa Mexicana de Valores (BMV) entered a turbulent phase as global markets absorbed the early tremors of what would become the 2008 financial crisis. The S&P/BMV IPC index, tracking Mexicos leading equities, began showing cracks as investor confidence waned across emerging markets. This 58-bar replay stretches from November 2007 into February 2008, a period when the Mexican economy remained tightly linked to U.S. economic health and commodity cycles, making it vulnerable to external shocks. Participants enter this scenario with no hindsight advantage, confronting each trading day as market participants did then.
The headline number—a modest 2.9% decline from 29655.68 to 28789.55—obscures the true volatility within this stretch. The index experienced a peak drawdown of 19.1%, meaning anyone holding throughout faced substantial unrealized losses at the worst point. The largest single session move reached 6.4%, a magnitude that tests position sizing and emotional composure equally. Across the 58 trading days, eleven distinct decision points emerge, four of which are flagged as critical—moments where the trajectory could have shifted dramatically depending on how a participant chose to act or refrain from acting.
This replay serves as a rigorous training ground for process discipline rather than prediction. A 19.1% drawdown is psychologically uncomfortable by design; surviving it requires clear pre-defined rules for sizing, stops, and conviction. The critical decision points force learners to confront the difference between reactive fear and calculated response. The 6.4% single-bar moves remind participants that volatility clustering can overwhelm simple models. Ultimately, the scenario teaches that survival through a correction depends less on forecasting direction and more on having a repeatable framework that manages risk when certainty is absent.