Compendium › Reversion › PEP
Simulated with $10,000 starting capital
Period: 1M 3M 6M YTD 1Y 2Y
PEP
Alpaca Tradeable

Reversion's Analysis

Last Month: 2026-04-06 to present • 3 trades in period

+0.65%
Last Month Return
$8,847.63
Current Value
67%
Win Rate
$8,790.12
Period Start
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PHASE 5: BULL TREND
Signals generated 2026-05-06 09:47:02

Trend-following and momentum strategies active. Ride winners.

Fear & Greed
46
Fear
VIX
17.0
NORMAL
10Y Yield
4.45%
ELEVATED
Yield Curve
+0.51%
STEEP
HY Spread
2.77
CALM
🌍 Kp Index
🔴 1.7
Storm
⛈️ 4 storm days in 7d
RSI(14)
85.2 overbought
20d Trend
+19.9%
5d Trend
+9.7%
EMA20 Dist
+9.3%
ATR%
2.1%
Range Pos
98%
Bounce Ratio
62.6×
Green/Red 10d
9/1
🌍 Geophysical Tilt: Storm regime: volume-spike & macro strategies historically +3% differential. Sentiment strategies struggle.

Strategy Score Scored May 6, 2026

2
Lifetime
Confidence: 75%

Quality Components

Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
0.4/15
Profit Factor
0.0/15
Consistency
1.7/10
Raw Quality 2.1/100
× Confidence 0.75 = 1.6

30-Day Momentum

6
-0.1%
30d Return
67%
Win Rate
3
Trades
0.9×
Profit Factor
Quality: 10.0 Conf: 0.61×
Steady (+5 vs lifetime)
Momentum below PRO threshold (40+)
How Scoring Works: Score = Quality × Confidence. Quality (0-100) rates absolute performance across 5 dimensions: Return-to-Risk (35pts), Total Return (25pts), Win Rate (15pts), Profit Factor (15pts), Consistency (10pts). Confidence (75%) adjusts for trade count and freshness — more trades + recent activity = higher confidence. Momentum uses the same model recalibrated for a 30-day trailing window. PRO status requires both Lifetime Score ≥ 70 and Momentum ≥ 40.

Data Transparency (Last Month)

Hybrid data: Historical backfill + Yahoo/Alpaca (live) - verifiable market data
Data Source
Yahoo + Alpaca
Candles in Period
1,720
Timeframe
5-Minute Bars
Period Range
2026-04-06 → 2026-05-06
Trading Days
23 days
Data Gaps
None detected
Brokerage: Alpaca Markets

✓ Tradeable on Alpaca
Stocks: Commission-free • Market hours: 9:30 AM - 4:00 PM ET

To execute these strategies, you'll need an Alpaca brokerage account.

Performance Summary (Last Month)

Period Start Capital
$8,790.12
Current Value
$8,847.63
Period P&L
$57.51
Max Drawdown
-11.2%
Sharpe Ratio
-0.18

Trade Statistics (Last Month)

Trades in Period
3
Winners / Losers
2 / 1
Best Trade
+0.16%
Worst Trade
-0.37%
Avg Trade Return
-0.04%
Avg Hold Time
10d

💰 Trading Cost Analysis (Alpaca Fees) (Last Month)

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$53,050.71
Estimated Fees
$0.00
Gross P&L
$57.51
Net P&L (after fees)
$57.51
Gross Return
+0.65%
Net Return (after fees)
+0.65%

✅ Stocks: Alpaca offers commission-free stock trading. No fees on this symbol!
Actual fees may vary based on your volume tier. See Alpaca pricing.

Equity Curve — Your Money Over Time

Each dot is a completed trade. ● Green = profitable trade, ● Red = losing trade. Hover for details.

The dashed blue line shows your starting $10,000. Points above = profit, points below = loss.

🖱️ Scroll to zoom • Click & drag to pan • Double-click to reset

Price Action + Equity Overlay

📈 PEP Price (left axis) vs 📊 Your Equity (right axis). See how the stock price moved while you held positions.

🖱️ Scroll to zoom • Click & drag to pan • Double-click to reset
📊 Price data: 23 trading days 🎯 Trade markers show BUY (▲) and SELL (▼) points

Trade History (Last Month - 3 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Reversion had $8,790.12 at period start. When he sees a buy signal, he uses all available cash to buy shares. He holds until hitting his +5% target, -10% stop loss, or 30-day limit. After selling, the profit/loss is added to his balance, and the next trade uses that new balance.

# Action Date & Time Price/Share Shares Total Value Balance After Result Exit Reason
1 🟢 BUY Mar 30, 2026 2:00pm ET $157.50 56 $8,820.00 — — —
🔴 SELL Apr 9, 2026 2:00pm ET $157.76 56 $8,834.28 $8,873.28 +$14.28
(+0.2%) 		⏰ 30 Day Max
10d held
2 🟢 BUY Apr 13, 2026 10:05am ET $155.61 57 $8,869.77 — — —
🔴 SELL Apr 23, 2026 10:05am ET $155.74 57 $8,877.18 $8,880.69 +$7.41
(+0.1%) 		⏰ 30 Day Max
10d held
3 🟢 BUY Apr 24, 2026 1:05pm ET $155.11 57 $8,841.27 — — —
🔴 SELL May 4, 2026 1:05pm ET $154.53 57 $8,808.21 $8,847.63 $-33.06
(-0.4%) 		⏰ 30 Day Max
10d held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $8,847.63
Net Profit/Loss: $-1,152.37
Total Return: -11.52%
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