S&P/BMV IPC Uptrend Replay (2008-02-06 to 2008-02-27)
Replay a 32-day slice of the 2008 Mexican IPC between January 23 and March 7, where the index closed up 3.6% yet still endured a 6.0% drawdown. You step through each daily bar, make calls at 3 critical decision points, and receive an AI coach review of every move using simulated capital only.
32 daily bars · 7 decision points · 2008-01 to 2008-03 · Stocks
Key facts
This window spans 44 days with a peak-to-trough drawdown of 6.0% and a 11.1% run-up.
- Max drawdown
- −6.0%
- Max run-up
- +11.1%
- Duration
- 44 days
- Largest single-day move
- −4.6%
- Bars
- 32 Daily bars
- Decision points
- 7
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 early 2008, the Mexican IPC index presented traders with a deceptively challenging scenario. Over 32 trading days spanning January 23 to March 7, global markets were navigating uncharted waters as the financial crisis began unfolding. For decision-training purposes, this period tested whether participants could maintain composure and process discipline while facing an environment where macro headlines shifted daily and sentiment oscillated between fear and cautious optimism.
The index ultimately closed the period at 28612.75, up from 27620.33, representing a 3.6% net gain. However, this modest positive return masked considerable turbulence beneath the surface. The maximum drawdown reached 6.0%, and the largest single-day move hit 4.6%, meaning participants encountered sharp reversals that could easily shake conviction. Navigating seven decision points—including three critical nodes—required traders to repeatedly reassess their thesis against evolving price action.
This replay illustrates a fundamental market reality: a winning outcome does not preclude painful intermediate drawdowns. The teaching value lies in exposing participants to the psychological strain of holding positions through adverse swings while staying true to their process. By confronting a 4.6% intraday reversal or watching gains erode to a 6% drawdown before recovering, trainees develop the emotional resilience and risk calibration essential for surviving volatile markets. The goal is not predicting direction but building the discipline to execute decisions consistently regardless of short-term noise.
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