| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| KO | The Coca-Cola Company | Consumer Defensive | Beverages - Non-Alcoholic | 304140 | 0.028 | 70.67 | 16757032 |
| PEP | PepsiCo Inc | Consumer Defensive | Beverages - Non-Alcoholic | 203459 | 0.0372 | 148.61 | 8388796 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
| RSI Period: | 14 | RSI Threshold: | 0 | ||
| Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 62485.14 |
| Total net P/L: | 52485.14 | Total ROI: | 524.85 % |
| CAGR: | 4.60 % | Max. DD: | 35.35 % |
| System Score: | 2.535 | Sharpe Ratio: | 2.318 |
| Start Date: | 1985-03-12 | End Date: | 2025-11-28 |
| Total days: | 14871 | ||
| Commissions: | 15543.17 | Comm.% P/L | 22.85 % |
| Total Transactions: | 2300 | Log. Linearity: | 81.991 % |
| Total | Long |
Short |
KO | PEP | |
|---|---|---|---|---|---|
| Total Profit/Loss | 68028.31 | 22769.28 | 45259.03 | -19968.76 | 87997.07 |
| Total Profit | 320541.62 | 153117.09 | 167424.53 | 309726.94 | 367165.40 |
| Total Loss | 252513.31 | 130347.81 | 122165.51 | 329695.71 | 279168.33 |
| Profit Factor | 1.27 | 1.17 | 1.37 | 0.94 | 1.32 |
| Trades | 575 | 278 | 297 | 575 | 575 |
| Winning Trades | 396 | 188 | 208 | 295 | 333 |
| Losing Trades | 179 | 90 | 89 | 280 | 241 |
| % Profitable | 68.00 | 67.00 | 70.00 | 51.00 | 57.00 |
| Profit/Loss Per Trade % | 0.45 | 0.50 | 0.40 | -0.10 | 0.45 |
| Profit Per Trade % | 2.20 | 2.34 | 2.08 | 2.67 | 2.97 |
| Loss Per Trade % | 3.25 | 3.15 | 3.35 | 2.85 | 2.85 |
| Days In Trade | 7004 | 3366 | 3638 | 7004 | 7004 |
| Days In Trade (Avg. Per Trade) | 12.18 | 12.11 | 12.25 | 12.18 | 12.18 |
| % Days In Trade | 47.10 | 22.63 | 24.46 | 47.10 | 47.10 |