S&P/BMV IPC Downtrend Replay (1995-01-16 to 1995-01-30)
Replay a sharp 19.9% S&P/BMV IPC drawdown across 30 daily bars from late 1994 into early 1995. You step through each session, face 7 decision points including 3 critical ones, and receive an AI coach review of your simulated choices.
30 daily bars · 7 decision points · 1994-12 to 1995-02 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 19.9% and a 14.3% run-up.
- Max drawdown
- −19.9%
- Max run-up
- +14.3%
- Duration
- 42 days
- Largest single-day move
- +8.8%
- 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 early 1995, the S&P/BMV IPC index represented Mexico's principal equity market during one of its most turbulent periods. The replay covers 30 daily bars from December 30, 1994 through February 10, 1995—a window when the index was in the grip of a severe correction. Traders stepping into this scenario faced the dual challenge of navigating a sharp downturn while grappling with broader economic uncertainty. The historical stakes were significant: understanding how institutional and retail participants responded to rapid devaluation and capital flight.
The correction proved relentless. The index fell from 2373 to 1965.1, representing a -17.2% decline across the replay window. Maximum drawdown reached 19.9%, with individual sessions producing moves as large as 8.8%. Participants encountered 7 decision points, of which 3 were designated critical—moments where positioning choices carried heightened consequence. The sustained nature of the decline tested both analytical resolve and emotional discipline.
This replay is designed as a decision-training exercise rather than a prediction challenge. Participants learn to calibrate position sizing against known drawdown ranges and to recognize when established exits should be honored. The three critical junctures force explicit choices about whether to add risk, reduce exposure, or stand pat—each revealing something about a trader's risk tolerance and process adherence. Studying how others navigated this episode builds mental preparedness for comparable volatility in any market.
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