S&P/BMV IPC Uptrend Replay (2009-03-02 to 2009-06-12)
Replay Mexico's IPC climbing 23.2% from January to July 2009 across 142 daily bars shaped by 22.9% drawdowns and 6.4% swings. Step through each session, tackle four critical decision points, and receive an AI coach review of your simulated choices.
142 daily bars · 11 decision points · 2009-01 to 2009-07 · Stocks
Key facts
This window spans 204 days with a peak-to-trough drawdown of 22.9% and a 59.7% run-up.
- Max drawdown
- −22.9%
- Max run-up
- +59.7%
- Duration
- 204 days
- Largest single-day move
- +6.4%
- Bars
- 142 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 in early 2009 faced one of the most treacherous recovery environments in recent memory. Markets worldwide had been shattered by the global financial crisis, and investors in Mexican equities confronted the daunting question of when—or whether—to re-enter a market that had suffered catastrophic losses. The IPC, representing Mexico's largest publicly traded companies, sat at a crossroads between continued collapse and the earliest signals of sustainable recovery. For participants in this replay, the stakes were clear: navigate a market defined by panic selling, government interventions, and economic uncertainty without the benefit of hindsight.
The data reveals a market in turbulent transition. Across 142 daily bars spanning the first seven months of 2009, the IPC climbed from 21955.4 to 27043.5—a net gain of 23.2%. Yet this headline figure obscures the turmoil beneath: a maximum drawdown of 22.9% tested any conviction in the rally, while the largest single-bar move of 6.4% underscored the violent sentiment swings that characterized each session. Participants encountered 11 decision points, four of them critical, requiring repeated judgments about position sizing, entry timing, and risk management in an environment where the difference between profit and loss often came down to a single volatile day.
This replay distills essential lessons about decision-making under structural uncertainty. Process matters more than prediction: adhering to predefined rules about position limits and stop-losses becomes the primary defense against the psychological trap of averaging down into a falling knife. Risk management means accepting that a 22.9% drawdown can materialize even within an overall uptrend—survival through the pullback is prerequisite to benefiting from the advance. Psychologically, the scenario demands managing both the fear of missing an early recovery and the temptation to overtrade during volatile reversals. Mastery of these dynamics separates disciplined practitioners from reactive gamblers in any recovery market.