S&P/BMV IPC Downtrend Replay (2015-11-04 to 2016-01-08)
Replay an 11.3% S&P/BMV IPC drawdown across 90 daily bars from October 2015 to February 2016. You navigate each session, face 11 decision points, and receive AI coach review on your simulated choices in this educational market replay.
90 daily bars · 11 decision points · 2015-10 to 2016-02 · Stocks
Key facts
This window spans 132 days with a peak-to-trough drawdown of 11.3% and a 8.7% run-up.
- Max drawdown
- −11.3%
- Max run-up
- +8.7%
- Duration
- 132 days
- Largest single-day move
- +2.9%
- Bars
- 90 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 S&P/BMV IPC, Mexico's benchmark equity index, entered a pronounced correction phase between October 2015 and February 2016. This 90-day stretch represented a significant stress test for investors in Mexican equities, with the index navigating a complex environment of shifting sentiment and volatility spikes. Eleven decision points punctuated this period, four of them critical inflection moments where positioning choices carried amplified consequences. Participants in this replay step into the role of navigating an index in retreat, facing the uncertainty that confronted real market participants at the time.
The index ultimately closed this period with a modest net decline of -0.4%, settling from 42695.74 to 42535.74. Yet this headline figure obscures the more turbulent journey beneath. The maximum drawdown reached 11.3%, revealing that peak-to-trough losses were substantially larger than the final outcome suggested. The largest single-bar move hit 2.9%, underscoring how quickly sentiment could reverse within a correction. This gap between headline stability and intraperiod volatility created an environment where each trading session demanded fresh risk assessment.
For decision trainees, this replay distills three enduring lessons. First, headline returns can misrepresent actual exposure—measuring drawdowns, not just endpoints, reveals true risk. Second, corrections unfold in waves rather than lines, making position sizing and stop-loss discipline essential tools. Third, market declines test psychological resolve; distinguishing between deteriorating fundamentals and temporary dislocations requires a structured process. This educational scenario places you inside that tension, letting you practice decisions without financial consequence while AI coaching highlights blind spots in your risk management approach.