PepsiCo Inc (PEP) Daily/Weekly Backtest Results crown

Signal:                  
                  [ What are these? | Switch to PEP's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 7.06%.   Win rate: 83.33%.   Sharpe Ratio: 0.961.   Maximum drawdown: -25.83% on 26 June 2025.
Mean CAGR: 54.15%. Time in market: 816 days.   Hypothetical return: $1000 would be worth $1502.71 on 11 October 2024.
Key: change_history : profitable trade change_history : breakeven trade (minimal loss after 2 years) change_history : losing trade (not profitable in a 2 year timeframe)


*Transaction costs, taxes and dividends are excluded from these calculations. Past performance may not necessarily be a reliable guide to future performance.

Calculations for PepsiCo

Expectancy is the percentage profit or loss you would expect to make on the next purchase of this stock with an entry point at the specified signal and profit target as set above. Given a large enough sample size, a positive expectancy indicates the trading strategy is likely to be profitable.

Expectancy calculation for 6 signal(s) occurring before 23 June 2024 for a 7.5% profit target: (83.33% * 8.25%) + (16.67% * 1.08%) - (0% * 0%) = 7.06%.
Wins: 5 Breakevens: 1 Losses: 0

The Sharpe Ratio calculation assumes a risk free return rate of 2% per calendar year. Ideally the ratio should be a positive number. A higher positive number indicates the strategy has a more attractive risk adjusted rate of return for this particular buy signal and stock over the chart's timeframe.

PepsiCo Analysis

Market sector: Consumer Staples.

External links: Seeking Alpha Research, Zacks Research.

These links may show useful information about why a stock's price has fallen significantly.

 

26 week low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 26 week low entry signal. Hover over the icons to see more details of the particular trade, including the maximum percentage drawdown and how long it took to reach the desired percentage profit.

Key:   disabled_by_default = profit point not achieved. select_check_box = profit point achieved with CAGR above 15%.
select_check_box = profit point achieved with CAGR of between 5% and 15%. select_check_box = profit point achieved but CAGR was less than 5%.

Signal Date, Score and Sector Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
30 June 2026   smart_toyLOW (49)    emoji_food_beverageLOW   26 Week Low $ 137.10 schedule schedule schedule schedule schedule
23 June 2025   smart_toyLOW (76)    emoji_food_beverageLOW   26 Week Low $ 129.19 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
09 May 2025   smart_toyMEDIUM (83)    emoji_food_beverageHIGH   26 Week Low $ 130.80 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
07 April 2025   smart_toyHIGH (95)    emoji_food_beverageHIGH   sirenFIRE SALE 26 Week Low $ 142.26 select_check_box select_check_box select_check_box select_check_box select_check_box
18 February 2025   smart_toyMEDIUM (87)    emoji_food_beverageLOW   26 Week Low $ 143.50 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box
17 December 2024   smart_toyMEDIUM (85)    emoji_food_beverageLOW   26 Week Low $ 155.94 select_check_box select_check_box select_check_box select_check_box select_check_box
15 November 2024   smart_toyLOW (65)    emoji_food_beverageLOW   26 Week Low $ 161.50 select_check_box select_check_box select_check_box select_check_box select_check_box
09 July 2024   smart_toyLOW (44)    emoji_food_beverageLOW   26 Week Low $ 162.04 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
25 September 2023   smart_toyMEDIUM (82)     26 Week Low $ 172.54 select_check_box select_check_box select_check_box select_check_box select_check_box
25 February 2021   smart_toyMEDIUM (87)     26 Week Low $ 130.68 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
09 March 2020   smart_toyLOW (78)     sirenFIRE SALE 26 Week Low $ 129.16 select_check_box select_check_box select_check_box select_check_box select_check_box
19 April 2018   smart_toyMEDIUM (84)     26 Week Low $ 99.05 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
02 October 2017   smart_toyLOW (62)     26 Week Low $ 100.75 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
01 December 2016   smart_toyLOW (74)     26 Week Low $ 89.63 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt

 

The data for PepsiCo Inc (exchange: XNAS symbol: PEP) was last updated 01 Jul 2026 09:10. Data for this stock is available from 01 Sep 2015 - 30 Jun 2026.