S&P/BMV IPC Uptrend Replay (2010-01-29 to 2010-04-15)
Replay the Mexican IPC's 2010 uptrend across 102 daily bars from 2009-12-22 to 2010-05-21, navigating a peak drawdown of 11.0%. Make choices at 11 decision points, including 4 critical ones, and receive an AI coach review of your decision-making throughout this educational simulation.
102 daily bars · 11 decision points · 2009-12 to 2010-05 · Stocks
Key facts
This window spans 150 days with a peak-to-trough drawdown of 11.0% and a 12.3% run-up.
- Max drawdown
- −11.0%
- Max run-up
- +12.3%
- Duration
- 150 days
- Largest single-day move
- −3.2%
- Bars
- 102 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 invites traders into a historically significant rally period spanning the transition from the 2000s to the 2010s. Replay participants navigate 102 daily bars of authentic market data from December 22, 2009 to May 21, 2010, a time when post-crisis recovery dynamics were testing investor conviction. With 11 decision points embedded in the scenario—including 4 designated as critical—the replay challenges participants to manage positions through a landscape characterized by an 11.0% maximum drawdown, forcing deliberate choices about entries, exits, and risk tolerance.
The period reveals an index that ultimately closed at 30629.15, representing a -5.0% net decline from an opening level of 32240.32. Throughout this trajectory, the market exhibited substantial volatility, with the largest single-bar move reaching 3.2%, underscoring the behavioral intensity present during the recovery phase. The scenario's drawdown profile—peaking at 11.0%—demonstrates how even during an officially designated rally period, interim losses can test strategic resolve and force difficult position management decisions.
This replay emphasizes the critical importance of decision-making process over outcome prediction. Participants learn to navigate uncertainty by focusing on disciplined risk management and psychological resilience. The embedded decision points serve as deliberate training mechanisms, requiring participants to confront market fluctuations without succumbing to emotional reactions. By replaying this specific historical period, traders develop a systematic approach to handling volatile market conditions, understanding that maintaining strategic composure is more valuable than attempting to predict precise market movements.
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