S&P/BMV IPC Uptrend Replay (2011-11-25 to 2012-05-07)
Replay Mexico's IPC index climbing 5.1% across 150 daily bars from October 2011 to June 2012. Step through each trading day, tackle 11 decision points (4 critical), and receive AI coach feedback in this simulated market-replay scenario.
150 daily bars · 11 decision points · 2011-10 to 2012-06 · Stocks
Key facts
This window spans 224 days with a peak-to-trough drawdown of 7.9% and a 15.8% run-up.
- Max drawdown
- −7.9%
- Max run-up
- +15.8%
- Duration
- 224 days
- Largest single-day move
- +3.1%
- Bars
- 150 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
Mexico's IPC index enters this replay scenario navigating one of the most ambiguous stretches of the post-crisis era. From October 2011 through June 2012, global markets wrestled with European sovereign debt anxieties, uneven American economic data, and shifting sentiment toward emerging economies. The IPC, as Mexico's primary equity benchmark, moved through this environment where commodity-linked companies, financial institutions, and export-oriented manufacturers each responded differently to the crosscurrents. This 150-bar daily replay challenges participants to engage with the actual market rhythm and decision moments that defined this transitional period for Mexican equities.
The index closed the period at 37059.78, advancing 5.1% from its 35265.56 starting level—a modest but meaningful return. The journey, however, proved anything but smooth: the market absorbed a maximum drawdown of 7.9%, and volatility surfaced repeatedly, with the largest single-bar move reaching 3.1%. Across these 150 trading days, participants encounter 11 decision points, of which 4 are flagged as critical junctions where directional conviction and risk calibration were most severely tested.
This scenario sharpens decision-making through immersion rather than retrospection. Confronting the 7.9% drawdown forces participants to distinguish between temporary price noise and signals warranting portfolio action—a distinction that defines professional discipline. The 11 decision moments, particularly the 4 critical ones, reveal how consistent process outperforms prediction accuracy in emerging-market equities. Finally, the 3.1% single-day swings expose psychological resilience: staying grounded when volatility spikes, rather than reacting emotionally, often marks the difference between sustainable practice and reactive gambling. This replay trains the habit of calibrated engagement under uncertainty.