S&P/BMV IPC Downtrend Replay (1994-11-29 to 1994-12-21)
Relive a volatile 1994 correction: the IPC slid 5.9% to 2319.5 across 30 trading days, with a punishing 17.1% drawdown. Replay the session-by-session tape, navigate 7 decision points, and receive an AI coach review on your simulated choices.
30 daily bars · 7 decision points · 1994-11 to 1995-01 · Stocks
Key facts
This window spans 47 days with a peak-to-trough drawdown of 17.1% and a 12.1% run-up.
- Max drawdown
- −17.1%
- Max run-up
- +12.1%
- Duration
- 47 days
- Largest single-day move
- +8.2%
- 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 late 1994, the S&P/BMV IPC stood at the crossroads of Mexico's most severe financial crisis since the peso collapse. The period spanning from late November through early January 1995 captured a market in full correction mode, as investors grappled with cascading economic uncertainty. For traders replaying this scenario, the challenge was to navigate a historically turbulent stretch of the 1990s without the benefit of hindsight.
Over 30 trading days from mid-November 1994 to early January 1995, the IPC shed 5.9% from 2465.2 to 2319.5. The headline figure, however, understates the true stress: a maximum drawdown of 17.1% tested portfolios severely, while a single session moved as much as 8.2%. Seven decision points punctuated the slide, three of them critical moments demanding clear strategic responses. The market did not fall in a straight line, creating intermittent traps and false recoveries that punished reactive trading.
This replay strips away the comfort of knowing what came next. Participants must practice sizing positions, respecting stops, and managing exposure under genuine uncertainty. The 8.2% intraday shock serves as a stark reminder that tail events demand pre-committed rules. Beyond mechanics, the psychological dimension looms large: the temptation to average down, the fear of missing recovery, and the discipline required to stick to a process built before panic set in. Mastering these instincts is what separates trained decision-makers from reactive ones.
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