S&P/BMV IPC Downtrend Replay (2022-05-27 to 2022-08-31)
Replay a 2022 Mexican IPC correction that saw the index fall 16.6% across 138 daily bars. You step through each session, face 11 decision points including 4 critical ones, and receive an AI coach review of your simulated choices.
138 daily bars · 11 decision points · 2022-04 to 2022-10 · Stocks
Key facts
This window spans 196 days with a peak-to-trough drawdown of 19.5% and a 6.9% run-up.
- Max drawdown
- −19.5%
- Max run-up
- +6.9%
- Duration
- 196 days
- Largest single-day move
- +2.7%
- Bars
- 138 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 is Mexico's principal stock market index, tracking the performance of the country's largest companies. This replay covers the period from April 6, 2022 to October 19, 2022, a stretch of 138 daily bars that encompassed significant global market turbulence. Participants face the challenge of navigating an increasingly volatile environment where the index's direction shifted decisively downward.
The index closed at 55438.73 at the start of the period and fell to 46217.44 by the end, representing a decline of 16.6%. The maximum drawdown reached 19.5%, meaning anyone holding throughout would have experienced losses approaching a fifth of their portfolio value. The largest single-day move was 2.7%, illustrating that even within a gradual downtrend, sudden jolts tested risk management disciplines. Across the 138 sessions, participants encountered 11 decision points, with 4 marked as critical junctures where positioning choices carried heightened consequence.
This correction scenario tests several core competencies. First, it demands disciplined risk calibration—surviving a 19.5% drawdown requires position sizing and stop-loss adherence that prevent catastrophic impairment. Second, it reveals how behavioral instincts work against systematic trading; the temptation to catch a falling knife or abandon strategy mid-decline is amplified by the authentic price action. Third, participants must practice distinguishing between structural trend changes and normal volatility, as neither the 2.7% single-bar moves nor the overall -16.6% decline occurred in a straight line. The 4 critical decision points serve as pressure tests for emotional regulation and strategy consistency.