| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| KOF | Coca-Cola Femsa SAB de CV ADR | Consumer Defensive | Beverages - Non-Alcoholic | 22368 | 0.0384 | 106.47 | 191672 |
| PEP | PepsiCo Inc | Consumer Defensive | Beverages - Non-Alcoholic | 193996 | 0.04 | 141.92 | 7522862 |
| 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: | 13871.28 |
| Total net P/L: | 3871.28 | Total ROI: | 38.71 % |
| CAGR: | 6.25 % | Max. DD: | 29.53 % |
| System Score: | 0.918 | Sharpe Ratio: | 0.944 |
| Start Date: | 2021-01-04 | End Date: | 2026-05-29 |
| Total days: | 1971 | ||
| Commissions: | 366.75 | Comm.% P/L | 8.65 % |
| Total Transactions: | 364 | Log. Linearity: | 52.762 % |
| Total | Long |
Short |
KOF | PEP | |
|---|---|---|---|---|---|
| Total Profit/Loss | 4238.03 | 6742.02 | -2503.99 | 1120.75 | 3117.28 |
| Total Profit | 21307.41 | 11479.34 | 9828.07 | 18072.99 | 13402.05 |
| Total Loss | 17069.38 | 4737.32 | 12332.06 | 16952.25 | 10284.77 |
| Profit Factor | 1.25 | 2.42 | 0.80 | 1.07 | 1.30 |
| Trades | 91 | 40 | 51 | 91 | 91 |
| Winning Trades | 59 | 30 | 29 | 55 | 51 |
| Losing Trades | 32 | 10 | 22 | 36 | 40 |
| % Profitable | 64.00 | 75.00 | 56.00 | 60.00 | 56.00 |
| Profit/Loss Per Trade % | 0.39 | 1.37 | -0.36 | 0.11 | 0.26 |
| Profit Per Trade % | 3.09 | 3.27 | 2.90 | 2.82 | 2.18 |
| Loss Per Trade % | 4.23 | 3.84 | 4.41 | 3.79 | 2.09 |
| Days In Trade | 1063 | 422 | 641 | 1063 | 1063 |
| Days In Trade (Avg. Per Trade) | 11.68 | 10.55 | 12.57 | 11.68 | 11.68 |
| % Days In Trade | 53.93 | 21.41 | 32.52 | 53.93 | 53.93 |