S&P/BMV IPC Downtrend Replay (2016-08-15 to 2016-09-14)
The Mexican IPC drifted 0.9% higher over 46 daily bars yet absorbed a 6.0% drawdown, exposing how a quiet headline number can mask real volatility. Replay each session, weigh nine decision points, and receive an AI coach review in a simulated, educational environment.
46 daily bars · 9 decision points · 2016-07 to 2016-09 · Stocks
Key facts
This window spans 64 days with a peak-to-trough drawdown of 6.0% and a 5.0% run-up.
- Max drawdown
- −6.0%
- Max run-up
- +5.0%
- Duration
- 64 days
- Largest single-day move
- +2.2%
- Bars
- 46 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 S&P/BMV IPC, Mexico's benchmark equity index, entered a correction phase between mid-August and mid-September 2016. This period presented investors with a deceptively tricky environment: the headline trajectory suggested stability, yet the underlying market mechanics demanded careful navigation. The index's behavior during these weeks would test whether participants could distinguish between temporary weakness and structural breakdown, a skill fundamental to disciplined equity management.
Examining the price action reveals the tension between surface calm and actual turbulence. The index closed the period at 47245.8, marginally above its starting level of 46833.87, translating to a net gain of just 0.9% over 46 trading sessions. Yet this modest headline figure obscured a 6.0% maximum drawdown and individual sessions moving as much as 2.2% in a single day. Nine decision points punctuated the correction, with three marked as critical moments requiring deliberate response rather than passive observation.
This replay emphasizes how correction environments strip away the comfort of simple directional theses. The gap between a flat net return and a 6.0% equity curve drawdown forces participants to confront position sizing, stop-loss discipline, and the psychological cost of watching unrealized losses expand. Nine decision points across this span train the habit of acting with intention at inflection moments rather than reacting with fear or greed. The lesson is not about predicting direction but about building process reliability when the market offers no easy answers.