S&P/BMV IPC Downtrend Replay (1999-07-05 to 1999-08-06)
The Mexican IPC slid 6.8% from 5628.53 to 5244.11 across a volatile summer 1999 correction, hitting a 15.5% drawdown. Replay each day step by step, confront 9 decision points including 3 critical forks, and receive an AI coach review of your simulated choices.
50 daily bars · 9 decision points · 1999-06 to 1999-08 · Stocks
Key facts
This window spans 69 days with a peak-to-trough drawdown of 15.5% and a 8.0% run-up.
- Max drawdown
- −15.5%
- Max run-up
- +8.0%
- Duration
- 69 days
- Largest single-day move
- −3.9%
- Bars
- 50 Daily bars
- Decision points
- 9
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 Mexican Bolsa de Valores (IPC) entered the summer of 1999 at an inflection point. This scenario replays a 50-trading-day window from mid-June through late August 1999, a period when the emerging-market rally that had defined the late 1990s began showing cracks. For participants managing exposure to Mexican equities, the question was not whether volatility would return but how to navigate it when it did. This replay places you in that moment, confronting daily price action as the index reversed course.
The data tells the story succinctly: the IPC fell from 5628.53 to 5244.11, a -6.8% decline, yet the true test of risk management was steeper — a peak-to-trough drawdown of 15.5%. The largest single-day swing reached 3.9%, illustrating how quickly sentiment could shift. Across the 50-day window, 9 decision points emerged, of which 3 proved critical forks where positioning decisions had outsized consequences. This was not a linear slide but a series of false recoveries and acceleration phases that tested discipline at every turn.
This replay is designed to sharpen three core competencies. First, process: executing a consistent framework when headlines contradict your indicators. Second, risk: navigating a -6.8% backdrop that contained a 15.5% drawdown, demanding position sizing and exit discipline that protected capital through the worst swings. Third, psychology: the 3 critical decision points are where emotion most threatens rational execution. The goal is not prediction but preparation — building the habits that survive volatility rather than those that succeed in calm markets.