S&P/BMV IPC Downtrend Replay (2000-08-08 to 2000-08-25)
Relive a 1.1% Mexican IPC slide from 6748.48 to 6824.97 across 30 daily bars, navigating an 8.4% drawdown with 4.0% swings. You step through each authentic day, weigh 7 critical decision points, and receive an AI coach review in a simulated training environment.
30 daily bars · 7 decision points · 2000-07 to 2000-09 · Stocks
Key facts
This window spans 41 days with a peak-to-trough drawdown of 8.4% and a 10.4% run-up.
- Max drawdown
- −8.4%
- Max run-up
- +10.4%
- Duration
- 41 days
- Largest single-day move
- −4.0%
- 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
The scene places you inside the Mexican equity market during the summer of 2000, navigating the S&P/BMV IPC through a correction phase spanning 2000-07-26 to 2000-09-05. Across 30 daily bars, you face the challenge of managing positions when the index oscillates sharply within a narrow net range. Seven decision points punctuate the replay, three deemed critical by the coach framework, testing your ability to respond to momentum shifts without the benefit of hindsight.
The numbers reveal a deceptive landscape: the IPC closed at 6748.48 and ended at 6824.97, a mere 1.1% gain that masks the true journey. Beneath that flat headline figure lurked an 8.4% maximum drawdown and a largest single-bar move of 4.0%, meaning the index swung significantly both directions before stabilizing. For a trader caught in the wrong direction during a 4.0% intraday reversal, the damage could compound rapidly across consecutive bars.
This replay trains you to respect volatility even when the net directional move appears benign. The teaching point centers on process discipline: identifying the 7 decision moments, sizing positions to survive the 8.4% drawdown, and managing psychology when a 4.0% single-day swing threatens your thesis. The goal is not prediction but calibrated response under uncertainty, a skill transferable to any correction scenario in any decade.