The best indicator for PepsiCo (PEP)
We backtested 382 indicators across daily, weekly and hourly charts on real PepsiCo (PEP) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
McGinley 30 Trend
On the weekly chart, this is the strongest risk-adjusted edge we found for PepsiCo (PEP) over ~54.2 years — beating buy-and-hold by 0.2% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for PepsiCo (PEP) — trailing buy-and-hold by 8.4% CAGR, out-of-sample. Fewer, higher-conviction trades than any single indicator.
The winner on each chart
Every indicator, ranked
Ranked by Sharpe (risk-adjusted return). Hypothetical, fees included.
| # | Indicator | TF | CAGR | Sharpe | Max DD | Win | Trades | vs B&H |
|---|---|---|---|---|---|---|---|---|
| 1 | McGinley 30 Trend ✓ | Weekly | 11.8% | 0.62 | -41.1% | 31.2% | 16 | 0.2% |
| 2 | McGinley 200 Trend ✓ | Daily | 12.0% | 0.6 | -40.4% | 20.0% | 20 | 0.4% |
| 3 | VIDYA 200 Trend ✓ | Weekly | 10.6% | 0.59 | -43.4% | 12.5% | 16 | -1.0% |
| 4 | SMA 20/80 Cross ✓ | Weekly | 9.7% | 0.59 | -38.4% | 62.5% | 16 | -1.9% |
| 5 | VIDYA 200 Trend ✓ | Daily | 10.9% | 0.57 | -44.0% | 28.6% | 21 | -0.7% |
| 6 | QQE ✓ | Weekly | 10.5% | 0.57 | -63.7% | 53.0% | 164 | -1.1% |
| 7 | Markov Regime ✓ | Daily | 10.7% | 0.56 | -42.7% | 49.1% | 108 | -0.9% |
| 8 | SMA 20/50 Cross ✓ | Weekly | 8.8% | 0.55 | -45.0% | 73.9% | 23 | -2.8% |
| 9 | Fibonacci Pivots ✓ | Weekly | 7.3% | 0.55 | -61.5% | 56.5% | 430 | -4.3% |
| 10 | Markov Regime ✓ | Weekly | 9.5% | 0.55 | -41.5% | 45.2% | 31 | -2.1% |
| 11 | Volume Flow Indicator ✓ | Weekly | 9.3% | 0.54 | -42.6% | 50.0% | 16 | -2.3% |
| 12 | Pivot Points (Standard) ✓ | Weekly | 7.0% | 0.54 | -58.3% | 55.7% | 386 | -4.6% |
| 13 | T3 15/60 Cross ✓ | Weekly | 8.0% | 0.54 | -39.8% | 72.2% | 18 | -3.6% |
| 14 | TRIX (21) ✓ | Weekly | 8.9% | 0.54 | -45.7% | 64.7% | 17 | -2.7% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For PepsiCo (PEP), McGinley 30 Trend on the weekly timeframe gave the best balance of return and risk in our test. It beat buy-and-hold — but remember: this is a hypothetical backtest of a standard rule, not a recommendation. Markets change. See the methodology and disclaimer.
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