PEP 20-day return: the current reading and its track record
PEP’s current 20-day return reading and what that signal has historically been followed by.
This page covers PepsiCo (PEP) — its current 20-day return reading and the measured historical record of what PEP 20-day return extremes were followed by.
How to read this. These figures are measured only on instruments currently covered by this site — a set of companies that survived. Signals that appear to have ‘worked’ on the downside are conditioned on these names having recovered; a company that fell and never came back would not be here to measure. Read every number below as a property of this surviving sample, not a universal rule, and never as advice.
All figures are ‘excess’ returns — measured relative to each instrument’s own historical drift, not relative to the market. This is not alpha and not a market-beating claim; it isolates the signal from the instrument’s background trend. Measured from the first day each signal appeared (not its most extreme point), so it reflects what was knowable in real time.
Measured across PEP’s 20-day return history from 1972 to 2026: 67 high-extreme episodes and 65 low-extreme episodes. High-extreme readings were followed by -0.52% excess at 5 sessions and -0.95% by 20; low-extreme readings were followed by +1.38% excess at 5 sessions and +1.42% by 20.
On this signal, the most recent episode in which PEP was at a high extreme began on 2026-02-03; the most recent in which it was at a low extreme, on 2026-09-21.
Outcomes are measured for episodes up to 2026-09-21, the most recent with enough later sessions to score. The current reading above is from a later date, 2026-10-16.
When PEP was at a high extreme
Across 67 past episodes where PEP was at a high extreme on this signal, the close 20 sessions later lagged PEP’s own trailing drift by 0.95 percentage points on average (43% of episodes beat drift).
| horizon | excess vs own drift | beat-drift rate | episodes with a complete horizon |
|---|---|---|---|
| 1 session | -0.55% | 34% | 67 |
| 5 sessions | -0.52% | 45% | 67 |
| 20 sessions | -0.95% | 43% | 67 |
When PEP was at a low extreme
Across 65 past episodes where PEP was at a low extreme on this signal, the 64 with a complete 20-session forward window beat PEP’s own trailing drift by 1.42 percentage points on average (56% of those 64 beat drift).
| horizon | excess vs own drift | beat-drift rate | episodes with a complete horizon |
|---|---|---|---|
| 1 session | +0.20% | 52% | 65 |
| 5 sessions | +1.38% | 65% | 65 |
| 20 sessions | +1.42% | 56% | 64 |
← all instruments on 20-day return
See PEP’s current price, RSI, moving averages and 52-week range →