S&P/BMV IPC Uptrend Replay (2005-01-11 to 2005-03-07)
Step into an 80-day S&P/BMV IPC replay from December 2004 to April 2005, with a max drawdown of 12.3% shaping the path. You make daily calls across 11 decision points, four of them critical, then receive an AI coach review.
80 daily bars · 11 decision points · 2004-12 to 2005-04 · Stocks
Key facts
This window spans 114 days with a peak-to-trough drawdown of 12.3% and a 13.6% run-up.
- Max drawdown
- −12.3%
- Max run-up
- +13.6%
- Duration
- 114 days
- Largest single-day move
- −2.3%
- Bars
- 80 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
The S&P/BMV IPC, Mexico's flagship equity index, enters our replay in mid-December 2004. Over the following 80 trading days through early April 2005, participants navigate a market that would ultimately close nearly flat, masking significant interim turbulence. The scenario spans the early 2000s bull market era, a period when emerging-market equities attracted renewed global attention, making it a rich training ground for understanding conviction-based decision-making under uncertainty.
The index opened at 12,290.16 and concluded at 12,170.87, a modest decline of -1.0%. Yet this tranquil net figure concealed a 12.3% max drawdown and a largest single-bar move of 2.3%, creating multiple moments where positions faced severe stress. Across 11 decision points—four deemed critical—traders were forced to act repeatedly as sentiment shifted. The gap between the headline return and the actual journey tested every participant's ability to manage risk in real time.
This replay sharpens the skill of distinguishing between noise and signal in volatile markets. The 12.3% drawdown forces participants to confront the psychological weight of holding through losses while maintaining strategic discipline. By experiencing how a seemingly negative period resolved into a near-flat outcome, traders learn the value of process over prediction. Four critical decisions serve as pressure points where preparation and risk calibration separate competent execution from reactive gambling. The goal is not to forecast the next move but to build the habits that survive any single outcome.
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