S&P/BMV IPC Uptrend Replay (2010-05-20 to 2010-06-21)
Replay 46 daily bars from Mexico's IPC rally attempt between 2010-05-04 and 2010-07-06, where the index ended down 1.8% after a 6.2% drawdown. Step through each session, tackle 9 decision points including 3 critical ones, and receive an AI coach review of your simulated choices.
46 daily bars · 9 decision points · 2010-05 to 2010-07 · Stocks
Key facts
This window spans 63 days with a peak-to-trough drawdown of 6.2% and a 8.3% run-up.
- Max drawdown
- −6.2%
- Max run-up
- +8.3%
- Duration
- 63 days
- Largest single-day move
- −3.4%
- Bars
- 46 Daily bars
- Decision points
- 9
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
Mexico's IPC index in May 2010 represented the country's flagship equity market as it struggled to find footing in the post-crisis landscape. This replay covers 46 daily sessions from May 4 through July 6, 2010, a period that encapsulates the delicate balance between recovery optimism and persistent economic uncertainty. For traders, the challenge was clear: navigating a market attempting to establish direction without the benefit of hindsight, where every session demanded conviction under ambiguity.
The numbers reveal a market that tried and failed to build sustained momentum. Opening at 32120.65, the IPC ultimately settled at 31533.58, delivering a net decline of 1.8% over the period. Beneath the headline figure lay considerable turbulence—the index absorbed a maximum drawdown of 6.2%, while its most volatile single session produced a 3.4% swing. These figures underscore that even modest directional failures can conceal meaningful intraperiod volatility that tests both position sizing and emotional resilience.
This scenario distills its greatest teaching value from the gap between setup and outcome. Nine decision points, three of them critical, required traders to act on incomplete information while managing the psychological weight of accumulating losses. The 6.2% drawdown serves as a concrete reminder that trending moves rarely proceed in straight lines, and that disciplined risk management matters more than directional accuracy. Completing this replay, traders emerge better prepared to maintain process integrity when market conditions diverge from their initial thesis.
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