S&P/BMV IPC Uptrend Replay (2008-11-20 to 2009-01-02)
Replay 58 daily bars of Mexico's IPC covering a 0.8% close-to-close shift and a 17.4% drawdown. Step through each session, tackle 11 decision points including 4 critical ones, and receive an AI coach review of your simulated choices.
58 daily bars · 11 decision points · 2008-10 to 2009-01 · Stocks
Key facts
This window spans 85 days with a peak-to-trough drawdown of 17.4% and a 27.8% run-up.
- Max drawdown
- −17.4%
- Max run-up
- +27.8%
- Duration
- 85 days
- Largest single-day move
- +7.0%
- 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
The replay transports you to Mexico's IPC index during the closing months of 2008, when the global financial crisis was still unraveling across emerging markets. For participants, this scenario presents the challenge of navigating one of the most treacherous periods in modern market history, where the line between opportunity and catastrophe was paper-thin. The IPC, Mexico's flagship equity index, offered no sanctuary as contagion fears swept across borders and risk assets faced indiscriminate selling pressure.
The data span of 58 daily bars, running from late October 2008 through late January 2009, captures the full arc of this turbulent chapter. The close-to-close outcome shows only a 0.8% gain, with the index moving from 19157.33 to 19306.73, a statistic that tells a profoundly misleading story. Beneath this flat net result lies a 17.4% maximum drawdown, and single sessions that moved as much as 7.0%, underscoring the violent intra-period swings that characterized the era. Any participant who focused solely on the endpoint would have missed the extraordinary journey required to get there.
For decision training, this scenario excels at testing both process and psychology. With 11 decision points and 4 critical nodes demanding attention, participants must repeatedly confront whether their frameworks remain valid when markets swing violently. The 17.4% drawdown forces realistic exposure to loss aversion, while the 7.0% single-bar moves probe emotional regulation under stress. The lesson is not about predicting direction but about building the discipline to make coherent choices when uncertainty is extreme and the cost of error is severe.