The best indicator for PepsiCo (PEP)
We backtested 20 indicators across daily, weekly and hourly charts on real PepsiCo (PEP) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
EMA 20/50 Cross
On the weekly chart, this is the strongest risk-adjusted edge we found for PepsiCo (PEP) over ~54.2 years — trailing buy-and-hold by 3.0% CAGR.
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 | EMA 20/50 Cross ✓ | Weekly | 8.6% | 0.53 | -46.2% | 52.6% | 19 | -3.0% |
| 2 | EMA 50/200 Cross ✓ | Daily | 7.6% | 0.47 | -43.3% | 53.1% | 32 | -4.1% |
| 3 | WaveTrend (8/6/4) ✓ | Weekly | 5.6% | 0.47 | -56.3% | 86.8% | 38 | -6.0% |
| 4 | SMA 50/200 Cross ✓ | Daily | 6.7% | 0.43 | -43.0% | 60.6% | 33 | -5.0% |
| 5 | Bollinger Mean-Reversion ✓ | Daily | 4.9% | 0.42 | -56.5% | 70.0% | 230 | -6.8% |
| 6 | Williams %R ✓ | Weekly | 4.7% | 0.42 | -29.7% | 75.4% | 69 | -6.9% |
| 7 | Stochastic ✓ | Daily | 5.2% | 0.41 | -56.7% | 73.1% | 260 | -6.4% |
| 8 | Williams %R ✓ | Daily | 5.3% | 0.4 | -57.1% | 70.2% | 362 | -6.4% |
| 9 | Money Flow Index ✓ | Daily | 4.6% | 0.39 | -48.8% | 81.4% | 43 | -7.1% |
| 10 | CCI ✓ | Weekly | 4.0% | 0.37 | -56.4% | 84.3% | 51 | -7.6% |
| 11 | Donchian Midline ✓ | Weekly | 5.0% | 0.37 | -51.7% | 46.0% | 161 | -6.6% |
| 12 | Bollinger Mean-Reversion ✓ | Weekly | 3.4% | 0.35 | -49.5% | 71.8% | 39 | -8.2% |
| 13 | EMA 20/50 Cross ✓ | Daily | 4.2% | 0.32 | -42.7% | 42.7% | 143 | -7.4% |
| 14 | CCI ✓ | Daily | 3.8% | 0.31 | -51.3% | 65.6% | 256 | -7.8% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For PepsiCo (PEP), EMA 20/50 Cross on the weekly timeframe gave the best balance of return and risk in our test. It still trailed buy-and-hold on raw return — 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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