S&P/BMV IPC Uptrend Replay (1997-04-01 to 1997-07-10)
Replay Mexico's IPC climbing 31.1% from 3653 to 4789.4 across 142 daily bars in 1997, navigating 11 decision points through a historic boom. Step through each trading day, weigh choices at critical junctures, and receive an AI coach review of your simulated decisions in this educational historical market scenario.
142 daily bars · 11 decision points · 1997-02 to 1997-08 · Stocks
Key facts
This window spans 205 days with a peak-to-trough drawdown of 8.1% and a 42.7% run-up.
- Max drawdown
- −8.1%
- Max run-up
- +42.7%
- Duration
- 205 days
- Largest single-day move
- +3.7%
- Bars
- 142 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
Between February and late August 1997, Mexico's blue-chip IPC index rode one of the emerging-market booms of the decade, climbing from 3653 to 4789.4, a gain of 31.1% across 142 trading sessions. The backdrop mattered: Latin American equities were attracting global flows, and the Mexican benchmark was the bellwether investors watched when gauging risk appetite south of the Rio Grande. For anyone studying that period, the question was how to stay engaged with a strong tape without surrendering discipline when sentiment turned euphoric.
The move itself was anything but a straight line. Pullbacks were real: the index endured a maximum drawdown of 8.1% during the run, reminding participants that even a 31.1% advance contains uncomfortable stretches. Volatility was also concentrated, with the largest single-session move reaching 3.7%. Eleven decision points punctuated the replay, four of them flagged as critical, meaning each session demanded an explicit choice about whether to lean in, step back, or hold steady. The interplay of large directional progress and meaningful intraday swings is what makes this window instructive rather than trivial.
As a training exercise, the value lies less in the headline gain than in rehearsing the responses to drawdowns and gap days. Coaches typically probe whether a participant cut exposure during the 8.1% dip and missed the subsequent push, or added risk into a 3.7% spike and paid for it later. The exercise sharpens recognition of when momentum and caution should coexist, and when a portfolio thesis should be defended, trimmed, or paused. Used purely for practice, the period becomes a laboratory for process, risk sizing, and emotional control under a market that rewards conviction but penalizes complacency.
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