S&P/BMV IPC Downtrend Replay (2026-02-11 to 2026-03-20)
Replay a 54-bar S&P/BMV IPC correction with a 10.4% max drawdown across daily sessions from January to April 2026. You walk through each trading day, face 10 decision points, and receive AI coach feedback on simulated choices.
54 daily bars · 10 decision points · 2026-01 to 2026-04 · Stocks
Key facts
This window spans 79 days with a peak-to-trough drawdown of 10.4% and a 9.6% run-up.
- Max drawdown
- −10.4%
- Max run-up
- +9.6%
- Duration
- 79 days
- Largest single-day move
- +3.7%
- Bars
- 54 Daily bars
- Decision points
- 10
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 correction phase spanning the first quarter of 2026. The authentic dataset covers 54 daily trading sessions from January 21 to April 10, 2026, offering a comprehensive replay of the downturn. Participants face a market environment where downside momentum tested investor conviction and portfolio discipline alike, with the 2020s decade already marked by elevated volatility.
The index closed the period at 70023.39, representing a 2.9% net gain from the opening close of 68036.13. Yet this modest recovery masked a turbulent journey: the maximum drawdown reached 10.4%, and the largest single trading day saw a move of 3.7%. For those replaying the scenario, the gap between the headline return and the real volatility experienced along the way is the central tension. Navigating the 10 decision points embedded in the data—4 deemed critical—demands constant reassessment of exposure and conviction.
This replay sharpens decision training in three dimensions. Process-wise, the scenario rewards those who act on defined rules rather than reacting to noise. Risk management becomes tangible when a 10.4% drawdown forces reflection on position sizing and stop discipline. Psychologically, the replay confronts participants with the emotional pull of capitulation near lows and the temptation to overtrade after sharp reversals. Mastering these moments, rather than predicting direction, defines durable performance in volatile markets.
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