S&P/BMV IPC Uptrend Replay (2009-10-30 to 2010-01-07)
Replay a four-month IPC rally climbing 4.8% from 29,401.99 to 30,818.48 across 92 daily bars. Step through each session, face 11 decision points, and receive AI coach review of your calls in this simulated historical training scenario.
92 daily bars · 11 decision points · 2009-09 to 2010-02 · Stocks
Key facts
This window spans 134 days with a peak-to-trough drawdown of 8.1% and a 15.7% run-up.
- Max drawdown
- −8.1%
- Max run-up
- +15.7%
- Duration
- 134 days
- Largest single-day move
- −3.2%
- 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 Mexican IPC index entered the final months of 2009 still absorbing the aftershocks of the global financial crisis. Markets worldwide were searching for direction, oscillating between recovery optimism and lingering uncertainty. This replay places you at the helm of portfolio decisions during a period when the IPC was attempting to establish a durable uptrend, testing the conviction of every participant who dared to position long in an environment still haunted by volatility.
The data reveals an index that climbed 4.8%, moving from 29,401.99 to 30,818.48 across 92 daily trading sessions spanning late September 2009 through early February 2010. The journey was far from smooth—the market endured a maximum drawdown of 8.1%, with a single session capable of producing moves of 3.2%. Navigating this terrain required confronting 11 distinct decision points, four of which the replay designates as critical moments where positioning choices carried heightened consequence.
This scenario distills several lessons essential for developing disciplined market judgment. First, a modest headline return of 4.8% can mask substantial internal turbulence; managing an 8.1% drawdown while pursuing that return tests both risk tolerance and process adherence. Second, with four critical junctures scattered across the period, the quality of decisions at pivotal moments matters more than consistency during quiet stretches. Third, the largest single-bar swings remind practitioners that volatility itself becomes a decision variable—knowing when to hold, adjust, or step aside separates trained judgment from reactive behavior. The replay ultimately trains participants to separate outcome from process, recognizing that historical results cannot be retroactively optimized but can inform future decision frameworks.
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