S&P/BMV IPC Uptrend Replay (2018-05-29 to 2018-08-27)
Replay 130 daily bars of the 2018 S&P/BMV IPC and feel a 9.1% drawdown test your resolve. Step into 11 decision points, choose your path, and receive an AI coach review of every simulated trade.
130 daily bars · 11 decision points · 2018-04 to 2018-10 · Stocks
Key facts
This window spans 182 days with a peak-to-trough drawdown of 9.1% and a 12.9% run-up.
- Max drawdown
- −9.1%
- Max run-up
- +12.9%
- Duration
- 182 days
- Largest single-day move
- +2.6%
- Bars
- 130 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
In the spring and summer of 2018, the S&P/BMV IPC stood as Mexico's principal equity benchmark, tracking a market where regional economic currents, currency dynamics and North American trade linkages converged. The replay window spans 130 daily bars from April 11 to October 10, 2018, placing participants inside a period where the index attempted to establish directional footing following earlier volatility. The uptrend replay specifically focuses the window between May 29 and August 27, 2018, a stretch where bullish conviction was being tested against crosscurrents from domestic policy signals and external macro pressures.
Against expectations of a smooth ascent, the IPC delivered a net retreat of -0.8% over the full data span, closing at 48136.18 from an opening 48532.14. Yet that modest headline figure conceals a more turbulent journey: the market endured a maximum drawdown of 9.1% at some point during the period, and the largest single daily bar move reached 2.6%. These are not the statistics of a quiet market. Eleven decision points were embedded in the replay, four of which were flagged as critical junctures demanding traders either commit capital, adjust exposure or stand aside entirely.
This replay is a laboratory for disciplined process under uncertainty. Participants experience firsthand how a market that ultimately finishes nearly unchanged can subject positions to double-digit losses along the way. The 9.1% drawdown tests emotional resolve; the 2.6% intraday swings challenge pre-commitment to entry and exit rules. With four critical nodes forcing consequential choices, the scenario isolates decision quality separate from outcome, reinforcing that sound process—not favorable results—defines good trading. The 2010s vintage data anchors these lessons in a real historical episode, making risk management and psychological resilience not abstract concepts but lived experience.