S&P/BMV IPC Downtrend Replay (1992-06-01 to 1992-06-17)
Replay a 30-bar S&P/BMV IPC correction from May 18 to June 30, 1992, where the index fell 10.4% to 1599.3 with an 18.1% drawdown. Walk through 7 decision points, including 3 critical ones, with simulated capital and an AI coach reviewing each call.
30 daily bars · 7 decision points · 1992-05 to 1992-06 · Stocks
Key facts
This window spans 43 days with a peak-to-trough drawdown of 18.1% and a 6.8% run-up.
- Max drawdown
- −18.1%
- Max run-up
- +6.8%
- Duration
- 43 days
- Largest single-day move
- −5.9%
- Bars
- 30 Daily bars
- Decision points
- 7
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 early 1990s, the Mexican equity market faced a significant correction episode. The S&P/BMV IPC index, which had been tracking Mexican blue-chip stocks, entered a volatile period from mid-May to the end of June 1992. For traders and investors operating in emerging markets during this decade, such drawdowns tested both position management discipline and risk tolerance. The scenario reconstructs this 30-bar period to examine how decisions unfold when a market loses momentum.
The index fell from 1785.7 to 1599.3, representing a -10.4% decline over roughly six weeks. What made this period particularly demanding was the maximum drawdown of 18.1%, meaning interim declines exceeded the final loss. The largest single-bar move of 5.9% demonstrated the volatility spikes that can appear during corrections, while the 7 decision points—3 of them critical—offered multiple moments where directional conviction or hedging decisions could have altered outcomes.
This replay emphasizes process over prediction. Navigating an 18.1% drawdown requires disciplined risk management and emotional composure when adverse moves persist beyond expectations. The critical decision points train traders to evaluate whether their original thesis remains valid or whether external factors demand strategy adjustments. By walking through each call with simulated capital and AI coach feedback, participants learn to separate noise from signal and maintain decision-making integrity under pressure.
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