S&P/BMV IPC Uptrend Replay (2024-12-30 to 2025-02-18)
Replay a 70-bar Mexican IPC uptrend from December 2024 through March 2025, where the index climbed 2.9% despite a 6.4% drawdown. You move through the market day by day, tackle 11 decision points, and receive an AI coach review—simulated capital only.
70 daily bars · 11 decision points · 2024-12 to 2025-03 · Stocks
Key facts
This window spans 101 days with a peak-to-trough drawdown of 6.4% and a 11.5% run-up.
- Max drawdown
- −6.4%
- Max run-up
- +11.5%
- Duration
- 101 days
- Largest single-day move
- +2.1%
- Bars
- 70 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 this 70-bar replay spanning December 2024 through March 2025. Market participants faced a period marked by uncertainty: the index needed to navigate a landscape where the largest single-bar move would reach 2.1%, creating sharp intraday inflection points. With 11 decision points embedded across the dataset—4 deemed critical—traders and investors were constantly challenged to read momentum shifts and manage directional exposure in a market that could reverse swiftly.
The index closed the period at 51877.12, up from an opening of 50414.17, delivering a net gain of 2.9%. This modest headline return, however, masked considerable turbulence: a maximum drawdown of 6.4% tested discipline and risk management repeatedly. The journey from 50414.17 to 51877.12 was not a straight line but a series of advances, pullbacks, and recovery phases that demanded consistent strategic thinking rather than passive holding.
For decision training, this replay exposes a fundamental tension: short-term volatility against long-term directional bias. The 6.4% drawdown reminds practitioners that even valid directional views can inflict painful interim losses, testing stop-loss resolve. The 2.1% single-bar moves highlight how news-driven spikes can distort average-volatility assumptions. Navigating 11 decision points across this stretch reinforces that process—not prediction—governs sustainable performance in the 2020s equity markets. Simulated capital environments offer the rare space to fail forward, building the psychological resilience that live markets demand.
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