S&P/BMV IPC Uptrend Replay (2021-11-26 to 2022-01-17)
Replay the S&P/BMV IPC's late-2021 uptrend across 74 daily bars where the index climbed 3.9% to 53229.26. Step through each session, tackle 11 decision points including 4 critical ones, and receive an AI coach review of your simulated choices.
74 daily bars · 11 decision points · 2021-10 to 2022-02 · Stocks
Key facts
This window spans 106 days with a peak-to-trough drawdown of 6.5% and a 9.1% run-up.
- Max drawdown
- −6.5%
- Max run-up
- +9.1%
- Duration
- 106 days
- Largest single-day move
- −2.2%
- Bars
- 74 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 index, Mexico's flagship equity benchmark, entered the replay window on October 28, 2021, with investors navigating a complex landscape of post-pandemic recovery, shifting monetary policy expectations, and lingering uncertainty surrounding global supply chains. This 74-bar journey through the late 2021 and early 2022 period presented traders with the task of capturing an uptrend while managing the inevitable fluctuations that accompany equity markets during transitions in economic sentiment. The scenario spans a period when emerging market equities were competing for capital against a strengthening US dollar and rising Treasury yields.
The index closed the replay at 53229.26, representing a net advance of 3.9% from its opening position of 51248.84. However, this seemingly modest gain was achieved within a context that tested discipline: the maximum drawdown reached 6.5%, meaning participants would have needed to endure paper losses exceeding this threshold at various points. The largest single session move of 2.2% demonstrated that volatility clusters emerged periodically, creating both opportunities and traps for those unprepared for sudden directional shifts. Across the 74 trading days, participants faced 11 decision points, four of which were designated as critical junctures where positioning decisions carried heightened consequence for outcomes.
This replay underscores that positive net returns do not imply linear paths, and that the journey itself reveals more about a trader's edge than the destination. The 6.5% drawdown tests conviction management and position sizing discipline, while the presence of 2.2% single-day swings highlights the importance of not mistaking short-term noise for fundamental shifts. Decision training in this environment centers on maintaining process consistency when facing interim losses, recognizing that the ability to remain structured through volatility determines whether accumulated gains can be retained when markets eventually normalize.