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DASHBOARDS: Portfolio Hub Market Pulse Performance Compare Studio

PEP

PepsiCo Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-10
Executive Summary
The quantitative backtest for PEP (PepsiCo Inc) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -32.8% (compared to the benchmark's drawdown of -40.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 9.4%, compared to a Buy-and-Hold benchmark return of 13.5%. The strategy executed 172 total trades.

* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.

🛡️ PEP Drawdown Shield & Downside Protection

Why Drawdown Dictates Longevity →
Peak Drawdown Defense
-32.8% (vs -40.4% B&H)
+7.6% shallower drawdown
Drawdown Shield
7.6% Cut
Protected capital vs -40.4% B&H
Capital Sheltered from Risk
26.5% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.

📊 PEP Quality Metrics & KPI Summary

Metric 1Y5Y10YFull
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
Max Drawdown-13.03%-19.30%-13.10%-30.32%-17.55%-30.32%-32.82%-40.41%
Sharpe Ratio-0.04-0.020.240.040.440.280.520.52
Sortino Ratio-0.05-0.030.270.050.530.360.670.73
CAGR-0.42%-0.33%2.90%0.67%6.21%5.80%9.40%13.52%
% Time Invested50.0%100.0%56.6%100.0%72.5%100.0%73.5%100.0%
Trades / Year3.00.02.00.02.40.03.30.0

Cumulative Growth Performance

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Hydrating Performance Trajectory... Loading historical performance data
Figure 1: Cumulative Trajectory Analysis. Logarithmic growth comparison of PEP under the Excess Return MMA strategy (Investing) versus Buy & Hold. The strategy produced a 9.4% CAGR with a -32.8% Max Drawdown across 172 trade signals (compared to Buy & Hold's 13.5% CAGR and -40.4% Max Drawdown).

Return Distribution Analysis

Histogram of monthly return distribution for PEP under Excess Return MMA strategy in Investing context, illustrating downside risk mitigation and return skewness.
Figure 2: Monthly Return Distribution Profile. Monthly return distribution for PEP under Excess Return MMA (Investing). Visualizes return frequency, volatility clustering, and tail-risk truncation relative to standard buy-and-hold returns.
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Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.

Diversifier Asset Category 1Y Correlation (r) Action
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Trade History

This log shows every signal-driven transition. Completed trades reflect standard market cycles. An Open or Mark-to-Market exit denotes an active position (either in the primary asset or a cash/yield sleeve) valued at the current price for reporting purposes. Interest entries record yield accrued from cash or cash alternatives (like BIL) during out-of-market defensive periods.

Entry DateExit DateTypeAllocationEntry PriceExit PriceNet Return %Exit Reason
🔒 Active Positions & Recent Execution Signals Hidden
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2025-12-15 2026-07-01 Completed 33.33% $146.48 $135.76 -7.37% Stop
2025-09-09 2026-06-24 Completed 33.33% $135.68 $140.52 3.51% Signal
2026-02-09 2026-03-06 Completed 33.33% $164.49 $154.95 -5.85% Stop
2024-02-15 2026-02-09 Interest (CASH) 33.33% $1.00 $1.09 9.24% Interest Income
2024-11-18 2025-12-15 Interest (CASH) 33.33% $1.00 $1.05 4.53% Interest Income
2024-11-22 2025-09-09 Interest (CASH) 33.33% $1.00 $1.03 3.37% Interest Income
2024-10-16 2024-11-22 Completed 33.33% $161.93 $148.88 -8.11% Signal
2024-08-23 2024-11-18 Completed 33.33% $162.20 $147.50 -9.11% Signal
2024-08-19 2024-10-16 Interest (CASH) 33.33% $1.00 $1.01 0.79% Interest Income
2023-10-09 2024-08-23 Interest (CASH) 33.33% $1.00 $1.05 4.75% Interest Income
2024-04-01 2024-08-19 Completed 33.33% $159.96 $158.55 -0.93% Signal
2023-09-13 2024-04-01 Interest (CASH) 33.33% $1.00 $1.03 2.95% Interest Income
2023-10-23 2024-02-15 Completed 33.33% $143.22 $151.86 5.98% Signal
2023-09-29 2023-10-23 Interest (CASH) 33.33% $1.00 $1.00 0.35% Interest Income
2020-09-29 2023-10-09 Completed 33.33% $114.52 $143.58 25.31% Stop
2021-03-23 2023-09-29 Completed 33.33% $116.08 $153.01 31.75% Stop
2023-05-09 2023-09-13 Completed 33.33% $171.55 $160.03 -6.76% Signal
2023-03-30 2023-05-09 Interest (CASH) 33.33% $1.00 $1.01 0.54% Interest Income
2022-06-27 2023-03-30 Completed 33.33% $143.93 $160.17 11.23% Signal
2022-05-20 2022-06-27 Interest (CASH) 33.33% $1.00 $1.00 0.13% Interest Income
2021-05-28 2022-05-20 Completed 33.33% $123.59 $139.80 13.06% Signal
2021-04-05 2021-05-28 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2020-07-09 2021-04-05 Completed 33.33% $108.98 $118.93 9.08% Signal
2021-03-01 2021-03-23 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2020-04-02 2021-03-01 Completed 33.33% $95.38 $108.64 13.84% Stop
2020-07-30 2020-09-29 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2020-04-06 2020-07-30 Completed 33.33% $104.69 $112.54 7.44% Signal
2020-04-28 2020-07-09 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2020-04-06 2020-04-28 Completed 33.33% $104.69 $111.29 6.26% Signal
2020-03-13 2020-04-06 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-03-13 2020-04-06 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-03-11 2020-04-02 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2018-06-14 2020-03-13 Completed 33.33% $81.30 $98.19 20.72% Stop
2018-06-14 2020-03-13 Completed 33.33% $81.30 $98.19 20.72% Stop
2019-03-26 2020-03-11 Completed 33.33% $96.11 $106.25 10.49% Stop
2019-02-06 2019-03-26 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
2019-01-22 2019-02-06 Completed 33.33% $86.23 $89.02 3.18% Signal
2018-12-27 2019-01-22 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2018-05-14 2018-12-27 Completed 33.33% $74.76 $84.59 13.09% Stop
2018-04-16 2018-06-14 Interest (CASH) 33.33% $1.00 $1.00 0.31% Interest Income
2018-03-23 2018-06-14 Interest (CASH) 33.33% $1.00 $1.00 0.42% Interest Income
2018-04-20 2018-05-14 Interest (CASH) 33.33% $1.00 $1.00 0.12% Interest Income
2015-09-17 2018-04-20 Completed 33.33% $66.52 $80.70 21.26% Stop
2017-12-07 2018-04-16 Completed 33.33% $90.04 $83.99 -6.76% Signal
2015-09-17 2018-03-23 Completed 33.33% $66.52 $82.72 24.29% Signal
2017-10-31 2017-12-07 Interest (CASH) 33.33% $1.00 $1.00 0.13% Interest Income
2017-03-09 2017-10-31 Completed 33.33% $81.56 $83.17 1.93% Signal
2016-12-12 2017-03-09 Interest (CASH) 33.33% $1.00 $1.00 0.13% Interest Income
2015-09-17 2016-12-12 Completed 33.33% $66.52 $76.73 15.28% Signal
2015-08-25 2015-09-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-08-25 2015-09-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-08-25 2015-09-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-08-07 2015-08-25 Completed 33.33% $70.04 $66.60 -4.97% Stop
2012-04-26 2015-08-25 Completed 33.33% $42.86 $66.60 55.31% Stop
2011-09-01 2015-08-25 Completed 33.33% $40.82 $66.60 63.06% Stop
2015-06-02 2015-08-07 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2014-05-13 2015-06-02 Completed 33.33% $59.39 $67.16 13.02% Signal
2014-03-14 2014-05-13 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-11-29 2014-03-14 Completed 33.33% $57.00 $55.82 -2.12% Signal
2013-10-29 2013-11-29 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-02-19 2013-10-29 Completed 33.33% $48.64 $57.09 17.32% Signal
2012-12-19 2013-02-19 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2011-12-06 2012-12-19 Completed 33.33% $41.30 $46.53 12.61% Signal
2011-11-28 2012-04-26 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2011-09-16 2011-12-06 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2009-03-19 2011-11-28 Completed 33.33% $29.31 $39.76 35.57% Signal
2011-05-02 2011-09-16 Completed 33.33% $43.24 $39.99 -7.57% Signal
2011-08-10 2011-09-01 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2009-03-19 2011-08-10 Completed 33.33% $29.31 $39.36 34.23% Stop
2011-03-14 2011-05-02 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2011-03-10 2011-03-14 Completed 33.33% $40.18 $40.13 -0.17% Signal
2011-02-15 2011-03-10 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-09-22 2011-02-15 Completed 33.33% $40.99 $39.22 -4.35% Signal
2010-08-24 2010-09-22 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2009-03-19 2010-08-24 Completed 33.33% $29.31 $39.38 34.28% Signal
2009-01-16 2009-03-19 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2008-11-06 2009-03-19 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2008-06-24 2009-03-19 Interest (CASH) 33.33% $1.00 $1.01 0.54% Interest Income
2008-12-16 2009-01-16 Completed 33.33% $30.83 $29.60 -4.02% Stop
2008-11-21 2008-12-16 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2008-10-31 2008-11-21 Completed 33.33% $32.95 $29.62 -10.15% Stop
2008-11-04 2008-11-06 Completed 33.33% $33.81 $32.61 -3.59% Signal
2008-10-13 2008-11-04 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2008-10-09 2008-10-31 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2008-09-30 2008-10-13 Completed 33.33% $40.39 $34.30 -15.14% Stop
2008-02-14 2008-10-09 Completed 33.33% $40.76 $36.86 -9.63% Stop
2008-03-25 2008-09-30 Interest (CASH) 33.33% $1.00 $1.01 0.82% Interest Income
2005-04-14 2008-06-24 Completed 33.33% $29.20 $37.07 26.90% Stop
2007-04-09 2008-03-25 Completed 33.33% $35.54 $40.82 14.79% Signal
2008-01-23 2008-02-14 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2004-10-20 2008-01-23 Completed 33.33% $26.26 $38.90 48.04% Stop
2007-01-05 2007-04-09 Interest (CASH) 33.33% $1.00 $1.01 1.25% Interest Income
2006-07-14 2007-01-05 Completed 33.33% $34.16 $34.87 2.02% Signal
2006-04-12 2006-07-14 Interest (CASH) 33.33% $1.00 $1.01 1.22% Interest Income
2005-10-20 2006-04-12 Completed 33.33% $31.60 $31.71 0.31% Signal
2005-09-21 2005-10-20 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
2005-01-10 2005-09-21 Completed 33.33% $28.11 $29.51 4.94% Signal
2004-12-20 2005-04-14 Interest (CASH) 33.33% $1.00 $1.01 0.80% Interest Income
2004-08-27 2005-01-10 Interest (CASH) 33.33% $1.00 $1.01 0.72% Interest Income
2003-04-15 2004-12-20 Completed 33.33% $21.40 $27.94 30.52% Signal
2004-09-28 2004-10-20 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2003-04-15 2004-09-28 Completed 33.33% $21.40 $25.89 20.90% Stop
2003-06-05 2004-08-27 Completed 33.33% $23.26 $26.28 12.93% Signal
2003-03-25 2003-06-05 Interest (CASH) 33.33% $1.00 $1.00 0.22% Interest Income
2003-01-28 2003-04-15 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
2002-11-22 2003-04-15 Interest (CASH) 33.33% $1.00 $1.00 0.45% Interest Income
2002-12-27 2003-03-25 Completed 33.33% $22.04 $20.88 -5.33% Signal
2002-09-24 2003-01-28 Completed 33.33% $19.12 $21.07 10.19% Signal
2002-11-22 2002-12-27 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2002-10-22 2002-11-22 Completed 33.33% $23.04 $21.76 -5.58% Stop
2002-10-22 2002-11-22 Completed 33.33% $23.04 $21.76 -5.58% Stop
2002-08-30 2002-10-22 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2002-07-12 2002-10-22 Interest (CASH) 33.33% $1.00 $1.00 0.46% Interest Income
2002-08-30 2002-09-24 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2002-08-05 2002-08-30 Completed 33.33% $21.81 $20.12 -7.76% Signal
2002-08-01 2002-08-30 Completed 33.33% $22.16 $20.12 -9.22% Stop
2002-07-12 2002-08-05 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2002-07-10 2002-08-01 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2001-10-26 2002-07-12 Completed 33.33% $24.80 $22.14 -10.77% Stop
2001-07-27 2002-07-12 Completed 33.33% $23.55 $22.14 -6.04% Stop
2001-04-12 2002-07-10 Completed 33.33% $21.25 $23.74 11.66% Stop
2001-06-18 2001-10-26 Interest (CASH) 33.33% $1.00 $1.01 1.07% Interest Income
2001-03-22 2001-07-27 Interest (CASH) 33.33% $1.00 $1.01 1.30% Interest Income
2001-04-16 2001-06-18 Completed 33.33% $21.35 $21.99 2.94% Signal
2001-03-22 2001-04-16 Interest (CASH) 33.33% $1.00 $1.00 0.26% Interest Income
2001-03-21 2001-04-12 Interest (CASH) 33.33% $1.00 $1.00 0.26% Interest Income
2000-06-09 2001-03-22 Completed 33.33% $21.02 $21.22 0.91% Stop
2000-05-17 2001-03-22 Completed 33.33% $19.26 $21.22 10.16% Stop
2001-02-14 2001-03-21 Completed 33.33% $23.92 $20.74 -13.34% Stop
2001-01-23 2001-02-14 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
2000-12-27 2001-01-23 Completed 33.33% $24.80 $22.27 -10.26% Stop
2000-12-04 2000-12-27 Interest (CASH) 33.33% $1.00 $1.00 0.37% Interest Income
2000-07-24 2000-12-04 Completed 33.33% $22.09 $21.25 -3.86% Stop
1999-06-25 2000-07-24 Interest (CASH) 33.33% $1.00 $1.06 5.87% Interest Income
1999-09-14 2000-06-09 Interest (CASH) 33.33% $1.00 $1.04 4.07% Interest Income
2000-04-11 2000-05-17 Interest (CASH) 33.33% $1.00 $1.01 0.57% Interest Income
2000-01-27 2000-04-11 Completed 33.33% $16.99 $18.10 6.48% Signal
1999-05-10 2000-01-27 Interest (CASH) 33.33% $1.00 $1.04 3.57% Interest Income
1999-04-06 1999-09-14 Completed 33.33% $18.83 $16.24 -13.80% Stop
1999-06-03 1999-06-25 Completed 33.33% $17.84 $17.41 -2.45% Signal
1999-05-11 1999-06-03 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
1999-03-26 1999-05-11 Completed 33.33% $19.42 $17.29 -11.01% Stop
1998-12-22 1999-05-10 Completed 33.33% $19.32 $17.78 -8.02% Signal
1998-10-12 1999-04-06 Interest (CASH) 33.33% $1.00 $1.02 2.10% Interest Income
1999-03-04 1999-03-26 Interest (CASH) 33.33% $1.00 $1.00 0.28% Interest Income
1998-09-16 1999-03-04 Completed 33.33% $14.72 $18.40 24.93% Stop
1998-08-11 1998-12-22 Interest (CASH) 33.33% $1.00 $1.02 1.65% Interest Income
1998-09-02 1998-10-12 Completed 33.33% $15.70 $15.82 0.75% Signal
1998-08-24 1998-09-16 Interest (CASH) 33.33% $1.00 $1.00 0.31% Interest Income
1998-08-11 1998-09-02 Interest (CASH) 33.33% $1.00 $1.00 0.31% Interest Income
1998-08-07 1998-08-24 Completed 33.33% $18.44 $15.88 -13.95% Stop
1998-03-25 1998-08-11 Completed 33.33% $20.79 $16.67 -19.85% Stop
1997-05-09 1998-08-11 Completed 33.33% $15.70 $16.67 6.11% Stop
1998-07-16 1998-08-07 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
1998-05-21 1998-07-16 Completed 33.33% $19.82 $18.20 -8.21% Stop
1998-04-29 1998-05-21 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
1997-11-19 1998-04-29 Completed 33.33% $17.54 $19.30 9.98% Stop
1998-03-02 1998-03-25 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
1997-01-31 1998-03-02 Completed 33.33% $15.21 $17.84 17.27% Signal
1997-10-28 1997-11-19 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
1997-04-10 1997-10-28 Completed 33.33% $14.49 $16.15 11.40% Stop
1996-12-11 1997-05-09 Interest (CASH) 33.33% $1.00 $1.02 2.09% Interest Income
1997-03-18 1997-04-10 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
1996-09-26 1997-03-18 Completed 33.33% $13.34 $13.71 2.76% Stop
1996-08-30 1997-01-31 Interest (CASH) 33.33% $1.00 $1.02 2.13% Interest Income
1996-09-24 1996-12-11 Completed 33.33% $13.06 $13.00 -0.51% Signal
1996-09-04 1996-09-26 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
1996-08-30 1996-09-24 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
1996-08-08 1996-09-04 Completed 33.33% $14.16 $12.63 -10.88% Stop
1995-02-14 1996-08-30 Completed 33.33% $8.15 $12.57 54.29% Stop
1994-11-03 1996-08-30 Completed 33.33% $7.52 $12.57 67.12% Stop
1996-07-17 1996-08-08 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
1995-03-23 1996-07-17 Completed 33.33% $8.72 $13.78 57.91% Stop
1994-05-03 1995-03-23 Interest (CASH) 33.33% $1.00 $1.05 4.54% Interest Income
1994-06-03 1995-02-14 Interest (CASH) 33.33% $1.00 $1.04 3.54% Interest Income
1994-03-10 1994-11-03 Interest (CASH) 33.33% $1.00 $1.03 2.85% Interest Income
1994-01-03 1994-06-03 Completed 33.33% $8.59 $7.68 -10.64% Signal
1994-04-05 1994-05-03 Completed 33.33% $7.63 $7.81 2.36% Signal
1994-03-11 1994-04-05 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
1993-05-11 1994-03-11 Completed 33.33% $7.60 $7.68 0.95% Stop
1993-09-15 1994-03-10 Completed 33.33% $8.50 $7.81 -8.19% Signal
1993-11-04 1994-01-03 Interest (CASH) 33.33% $1.00 $1.00 0.49% Interest Income
1993-09-15 1993-11-04 Completed 33.33% $8.50 $7.96 -6.49% Stop
1993-07-08 1993-09-15 Interest (CASH) 33.33% $1.00 $1.01 0.58% Interest Income
1993-04-21 1993-09-15 Interest (CASH) 33.33% $1.00 $1.01 1.23% Interest Income
1993-05-13 1993-07-08 Completed 33.33% $7.71 $7.48 -2.97% Signal
1993-04-21 1993-05-13 Interest (CASH) 33.33% $1.00 $1.00 0.18% Interest Income
1993-04-19 1993-05-11 Interest (CASH) 33.33% $1.00 $1.00 0.18% Interest Income
1992-03-31 1993-04-21 Completed 33.33% $6.89 $7.60 10.30% Stop
1992-01-10 1993-04-21 Completed 33.33% $7.07 $7.60 7.53% Stop
1992-03-12 1993-04-19 Completed 33.33% $6.51 $7.63 17.18% Stop
1991-12-02 1992-03-31 Interest (CASH) 33.33% $1.00 $1.01 1.31% Interest Income
1992-02-19 1992-03-12 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
1991-10-01 1992-02-19 Completed 33.33% $5.80 $6.25 7.80% Stop
1991-08-01 1992-01-10 Interest (CASH) 33.33% $1.00 $1.02 2.16% Interest Income
1991-11-14 1991-12-02 Completed 33.33% $6.00 $5.95 -0.89% Signal
1991-10-23 1991-11-14 Interest (CASH) 33.33% $1.00 $1.00 0.31% Interest Income
1991-07-19 1991-10-23 Completed 33.33% $5.98 $5.57 -6.84% Stop
1991-09-09 1991-10-01 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
1991-07-22 1991-09-09 Completed 33.33% $5.93 $5.90 -0.49% Stop
1991-07-19 1991-08-01 Completed 33.33% $5.98 $6.41 7.12% Signal
1991-06-27 1991-07-22 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
1991-06-26 1991-07-19 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
1991-06-26 1991-07-19 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
1991-05-22 1991-06-27 Completed 33.33% $6.53 $5.90 -9.69% Stop
1991-01-16 1991-06-26 Completed 33.33% $4.81 $5.75 19.52% Stop
1990-09-17 1991-06-26 Completed 33.33% $4.84 $5.75 18.73% Stop
1991-04-30 1991-05-22 Interest (CASH) 33.33% $1.00 $1.00 0.35% Interest Income
1990-10-15 1991-04-30 Completed 33.33% $4.77 $6.23 30.66% Stop
1990-11-01 1991-01-16 Interest (CASH) 33.33% $1.00 $1.01 1.38% Interest Income
1990-09-17 1990-11-01 Completed 33.33% $4.84 $4.79 -1.08% Signal
1990-09-21 1990-10-15 Interest (CASH) 33.33% $1.00 $1.00 0.46% Interest Income
1990-08-28 1990-09-21 Completed 33.33% $4.81 $4.47 -7.25% Stop
1990-08-23 1990-09-17 Interest (CASH) 33.33% $1.00 $1.00 0.47% Interest Income
1990-08-23 1990-09-17 Interest (CASH) 33.33% $1.00 $1.00 0.47% Interest Income
1990-08-06 1990-08-28 Interest (CASH) 33.33% $1.00 $1.00 0.47% Interest Income
1990-05-10 1990-08-23 Completed 33.33% $4.41 $4.41 -0.21% Stop
1988-08-19 1990-08-23 Completed 33.33% $2.27 $4.41 94.42% Stop
1990-02-21 1990-08-06 Completed 33.33% $3.76 $4.72 25.44% Stop
1990-03-16 1990-05-10 Interest (CASH) 33.33% $1.00 $1.01 1.18% Interest Income
1988-03-28 1990-03-16 Completed 33.33% $2.15 $3.94 83.37% Signal
1990-01-29 1990-02-21 Interest (CASH) 33.33% $1.00 $1.00 0.49% Interest Income
1988-02-02 1990-01-29 Completed 33.33% $2.08 $3.70 77.95% Stop
1988-02-11 1988-08-19 Interest (CASH) 33.33% $1.00 $1.04 4.03% Interest Income
1987-12-01 1988-03-28 Interest (CASH) 33.33% $1.00 $1.02 2.45% Interest Income
1987-11-10 1988-02-11 Completed 33.33% $1.88 $2.19 16.00% Signal
1988-01-11 1988-02-02 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1987-11-09 1988-01-11 Completed 33.33% $1.93 $1.96 1.32% Stop
1987-11-10 1987-12-01 Completed 33.33% $1.88 $1.99 5.36% Signal
1987-10-19 1987-11-10 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1987-10-19 1987-11-10 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1987-10-16 1987-11-09 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1987-05-06 1987-10-19 Completed 33.33% $2.06 $1.92 -7.12% Stop
1987-02-17 1987-10-19 Completed 33.33% $1.95 $1.92 -1.88% Stop
1987-10-01 1987-10-16 Completed 33.33% $2.49 $2.26 -9.19% Stop
1987-09-09 1987-10-01 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1987-05-07 1987-09-09 Completed 33.33% $1.99 $2.39 19.79% Stop
1987-04-14 1987-05-07 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1987-01-26 1987-05-06 Interest (CASH) 33.33% $1.00 $1.02 2.12% Interest Income
1986-09-30 1987-04-14 Completed 33.33% $1.59 $1.91 20.12% Stop
1986-10-09 1987-02-17 Interest (CASH) 33.33% $1.00 $1.03 2.70% Interest Income
1986-09-30 1987-01-26 Completed 33.33% $1.59 $1.94 22.01% Signal
1986-09-30 1986-10-09 Completed 33.33% $1.59 $1.62 2.38% Signal
1986-09-08 1986-09-30 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1986-09-08 1986-09-30 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1986-09-08 1986-09-30 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1986-08-05 1986-09-08 Completed 33.33% $1.92 $1.73 -9.90% Stop
1985-03-12 1986-09-08 Completed 33.33% $0.95 $1.73 82.36% Stop
1984-03-15 1986-09-08 Completed 33.33% $0.71 $1.73 144.35% Stop
1986-07-14 1986-08-05 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1984-10-08 1986-07-14 Completed 33.33% $0.82 $1.90 132.10% Stop
1984-12-31 1985-03-12 Interest (CASH) 33.33% $1.00 $1.01 1.48% Interest Income
1984-05-10 1984-12-31 Completed 33.33% $0.79 $0.82 3.96% Signal
1983-10-12 1984-10-08 Interest (CASH) 33.33% $1.00 $1.08 7.77% Interest Income
1984-04-17 1984-05-10 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1983-12-01 1984-04-17 Completed 33.33% $0.70 $0.75 6.92% Signal
1983-03-24 1984-03-15 Interest (CASH) 33.33% $1.00 $1.08 7.67% Interest Income
1983-08-12 1983-12-01 Interest (CASH) 33.33% $1.00 $1.02 2.33% Interest Income
1983-08-15 1983-10-12 Completed 33.33% $0.63 $0.67 6.68% Signal
1983-07-22 1983-08-15 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1983-05-23 1983-08-12 Completed 33.33% $0.68 $0.63 -7.76% Signal
1983-01-07 1983-07-22 Completed 33.33% $0.65 $0.63 -3.15% Stop
1983-01-18 1983-05-23 Interest (CASH) 33.33% $1.00 $1.03 2.64% Interest Income
1983-01-07 1983-03-24 Completed 33.33% $0.65 $0.67 3.47% Signal
1983-01-07 1983-01-18 Completed 33.33% $0.65 $0.65 0.64% Signal
1982-12-15 1983-01-07 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1982-12-15 1983-01-07 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1982-12-15 1983-01-07 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1982-12-07 1982-12-15 Completed 33.33% $0.76 $0.61 -19.09% Stop
1982-12-07 1982-12-15 Completed 33.33% $0.76 $0.61 -19.09% Stop
1982-11-12 1982-12-15 Completed 33.33% $0.75 $0.61 -18.77% Stop
1982-11-12 1982-12-07 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1982-11-12 1982-12-07 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1982-10-21 1982-11-12 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1982-05-10 1982-11-12 Completed 33.33% $0.67 $0.75 11.95% Stop
1982-03-29 1982-11-12 Completed 33.33% $0.63 $0.75 20.14% Stop
1982-02-16 1982-10-21 Completed 33.33% $0.60 $0.77 29.26% Stop
1982-04-07 1982-05-10 Interest (CASH) 33.33% $1.00 $1.01 0.66% Interest Income
1982-03-29 1982-04-07 Completed 33.33% $0.63 $0.66 5.52% Signal
1982-03-05 1982-03-29 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1982-03-05 1982-03-29 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1981-10-13 1982-03-05 Completed 33.33% $0.60 $0.55 -7.72% Stop
1981-10-09 1982-03-05 Completed 33.33% $0.60 $0.55 -8.04% Stop
1982-01-22 1982-02-16 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1981-09-30 1982-01-22 Completed 33.33% $0.54 $0.60 10.87% Stop
1981-09-21 1981-10-13 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1981-09-14 1981-10-09 Interest (CASH) 33.33% $1.00 $1.01 0.57% Interest Income
1981-09-08 1981-09-30 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1980-10-02 1981-09-21 Completed 33.33% $0.41 $0.53 28.94% Stop
1981-01-27 1981-09-14 Completed 33.33% $0.47 $0.57 20.42% Signal
1981-03-18 1981-09-08 Completed 33.33% $0.56 $0.54 -3.56% Stop
1980-09-10 1981-03-18 Interest (CASH) 33.33% $1.00 $1.04 3.97% Interest Income
1980-11-26 1981-01-27 Interest (CASH) 33.33% $1.00 $1.01 1.23% Interest Income
1980-06-16 1980-11-26 Completed 33.33% $0.41 $0.41 -0.29% Signal
1980-09-10 1980-10-02 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1980-07-31 1980-09-10 Completed 33.33% $0.44 $0.41 -5.75% Stop
1980-07-31 1980-09-10 Completed 33.33% $0.44 $0.41 -5.75% Stop
1980-02-28 1980-07-31 Interest (CASH) 33.33% $1.00 $1.03 3.25% Interest Income
1979-07-12 1980-07-31 Interest (CASH) 33.33% $1.00 $1.08 8.31% Interest Income
1979-12-21 1980-06-16 Interest (CASH) 33.33% $1.00 $1.04 3.69% Interest Income
1979-11-09 1980-02-28 Completed 33.33% $0.39 $0.34 -12.63% Stop
1979-08-17 1979-12-21 Completed 33.33% $0.44 $0.39 -10.86% Signal
1979-02-01 1979-11-09 Interest (CASH) 33.33% $1.00 $1.06 6.04% Interest Income
1978-10-18 1979-08-17 Interest (CASH) 33.33% $1.00 $1.06 6.48% Interest Income
1979-06-11 1979-07-12 Completed 33.33% $0.37 $0.37 0.99% Signal
1979-05-17 1979-06-11 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1979-03-01 1979-05-17 Completed 33.33% $0.36 $0.34 -6.40% Stop
1979-02-06 1979-03-01 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1978-11-22 1979-02-06 Completed 33.33% $0.38 $0.36 -6.00% Stop
1978-11-09 1979-02-01 Completed 33.33% $0.37 $0.38 0.89% Signal
1978-10-31 1978-11-22 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1978-10-18 1978-11-09 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1978-10-16 1978-10-31 Completed 33.33% $0.43 $0.40 -7.44% Stop
1978-05-02 1978-10-18 Completed 33.33% $0.43 $0.41 -5.35% Stop
1977-12-08 1978-10-18 Completed 33.33% $0.38 $0.41 7.39% Stop
1978-09-22 1978-10-16 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1978-07-27 1978-09-22 Completed 33.33% $0.45 $0.43 -3.82% Stop
1977-10-28 1978-07-27 Interest (CASH) 33.33% $1.00 $1.06 5.75% Interest Income
1978-04-07 1978-05-02 Interest (CASH) 33.33% $1.00 $1.01 0.51% Interest Income
1977-09-01 1978-04-07 Completed 33.33% $0.36 $0.40 9.58% Signal
1977-03-24 1977-12-08 Interest (CASH) 33.33% $1.00 $1.06 5.50% Interest Income
1977-06-23 1977-10-28 Completed 33.33% $0.33 $0.36 9.99% Signal
1977-01-04 1977-09-01 Interest (CASH) 33.33% $1.00 $1.05 5.12% Interest Income
1977-06-01 1977-06-23 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1977-02-18 1977-06-01 Completed 33.33% $0.34 $0.32 -6.86% Stop
1977-02-22 1977-03-24 Completed 33.33% $0.34 $0.34 -1.33% Signal
1977-01-28 1977-02-22 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1977-01-27 1977-02-18 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1975-09-26 1977-01-28 Completed 33.33% $0.26 $0.33 26.47% Stop
1976-12-06 1977-01-27 Completed 33.33% $0.39 $0.34 -13.17% Stop
1976-07-30 1977-01-04 Completed 33.33% $0.37 $0.37 1.95% Signal
1976-11-11 1976-12-06 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1975-10-13 1976-11-11 Completed 33.33% $0.31 $0.35 13.91% Stop
1976-07-08 1976-07-30 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1975-10-13 1976-07-08 Completed 33.33% $0.31 $0.35 12.30% Signal
1975-09-04 1975-10-13 Interest (CASH) 33.33% $1.00 $1.01 0.81% Interest Income
1974-08-14 1975-10-13 Interest (CASH) 33.33% $1.00 $1.09 9.16% Interest Income
1975-09-04 1975-09-26 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
1975-04-10 1975-09-04 Completed 33.33% $0.27 $0.26 -2.65% Stop
1975-01-20 1975-09-04 Completed 33.33% $0.21 $0.26 23.20% Stop
1974-08-14 1975-04-10 Interest (CASH) 33.33% $1.00 $1.05 5.03% Interest Income
1974-08-14 1975-01-20 Interest (CASH) 33.33% $1.00 $1.03 3.28% Interest Income

Next Steps: Portfolio Integration & Comparative Analysis

Single-ticker trend following is designed to truncate tail risk inside a broader portfolio. View where PEP ranks across 40+ tracked assets, evaluate correlation against non-correlated diversifiers, or model it inside a custom all-weather asset mix.

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