S&P/BMV IPC Uptrend Replay (2012-05-18 to 2013-01-28)
Replay a 21.1% Mexican IPC uptrend from 37059.78 to 44862.54 across 150 daily bars. Step through the historical session by session, face 11 decision points, and receive an AI coach review under simulated capital.
150 daily bars · 11 decision points · 2012-06 to 2013-01 · Stocks
Key facts
This window spans 219 days with a peak-to-trough drawdown of 5.0% and a 21.1% run-up.
- Max drawdown
- −5.0%
- Max run-up
- +21.1%
- Duration
- 219 days
- Largest single-day move
- −1.7%
- 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
The Mexican IPC index entered a sustained uptrend during the early 2010s, a period when emerging-market equities were attracting renewed institutional attention. Between mid-2012 and early 2013, the market presented a classic boom scenario—steady appreciation punctuated by minor pullbacks—testing participants' ability to stay disciplined through a multi-month advance. This replay immerses you in that exact environment across 150 daily bars, forcing real decisions at moments when the trend could have been misread.
Over the course of this 21.1% advance from 37059.78 to 44862.54, the market never strayed far from its trajectory. The maximum drawdown of just 5.0% and a largest single-bar move of only 1.7% reveal a remarkably orderly climb by emerging-market standards. Eleven decision points were embedded throughout, four deemed critical, each requiring participants to assess whether to scale in, hold, or rotate positions as the rally matured. The historical session-by-session structure means every entry and exit carries authentic consequence.
This scenario excels as a training ground for process over prediction. Boom periods reward conviction, but they also test whether traders have the framework to distinguish momentum from noise. The low volatility masks risk accumulation, while the steady rise lulls participants toward complacency. Practicing under simulated capital sharpens the psychological muscle needed to take thoughtful risk while remaining ready to adapt when the cycle inevitably turns.
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