S&P/BMV IPC Uptrend Replay (2020-04-03 to 2020-05-11)
Replay the 2020 Mexican IPC rebound across 48 daily bars, featuring a 10.6% drawdown and 5.3% single-session swing. Walk through nine decision points with an AI coach review of your simulated trading calls.
48 daily bars · 9 decision points · 2020-03 to 2020-05 · Stocks
Key facts
This window spans 70 days with a peak-to-trough drawdown of 10.6% and a 14.2% run-up.
- Max drawdown
- −10.6%
- Max run-up
- +14.2%
- Duration
- 70 days
- Largest single-day move
- −5.3%
- Bars
- 48 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
In early 2020, the Mexican equity market faced a period of acute uncertainty as global investors grappled with pandemic-related disruptions and their cascading effects on emerging-market assets. The S&P/BMV IPC, Mexico's benchmark stock index, entered a phase marked by extreme intraday volatility and shifting sentiment. This replay spans 48 daily bars from mid-March through late May, placing participants directly into a market environment where every session brought fresh challenges to portfolio positioning and risk discipline.
The period ultimately delivered a net decline of -1.8%, closing at 36206.86 from an opening near 36862.84. Beneath that modest aggregate figure lay a turbulent journey: the market endured a maximum drawdown of 10.6% and experienced a largest single-bar move of 5.3%. Navigating these swings required traders to make timely decisions at nine distinct points, three of which the replay designates as critical inflection moments. Those who mistimed entries or exits during these junctures absorbed outsized losses, while disciplined participants learned to respect the prevailing trend's underlying fragility.
This scenario distills essential lessons in process, risk, and emotional control. Methodologically, it reinforces the value of pre-defined rules for position sizing and exit thresholds when volatility spikes. From a risk perspective, the 10.6% drawdown illustrates how rapidly unrealized losses can accumulate before any recovery materializes. Psychologically, the 5.3% single-session swings tested whether traders could maintain composure and avoid reactive decision-making under pressure—arguably the most consequential skill developed through this historical reconstruction.