PEP
PepsiCo
Screener candidate detail · 3 active archetypes
Active
3
archetypes
History
41
rows
Days on list
1
oldest active
Screener Funnel
✓Fired
6 archetypes
✓S1 signal
reached primed
✓S2 deep set
conviction stamped
○Promoted
not promoted
Stages a name passes through: fired an archetype → reached an S1 signal (state ≥ partial) → entered the S2 deep-enrichment set (conviction stamped) → promoted to the watchlist. Each step is "ever reached" across this name's recorded history (capped at 60 rows — a very long-lived name's earliest episodes may fall outside this window).
Active Candidacies
N3 · Failed Breakoutprimednew
score: 0.575confluence: 1days: 1as of 2026-09-03
Triggers:quality:passrecent_breakout_above:sma20failure_bar:-0.4%failure_vol:strong:1.29sustained_below
Dislocation:
Breakout Level
sma20
Dist 52w High
-0.16
Sma Dist 20
-0.00
Recent Push
Yes
Below Level
Yes
Failure Bar
Yes
Sustained Below
Yes
1-day return
-0.36%
Regime at flag: RISK-ON
A4 · Pre-Catalyst Coilingpartialpersisting
score: 0.000confluence: 1days: 18as of 2026-09-11
Triggers:rvol_pctile 10.0 (tight ≤20)quality:passNR7: confirmedcatalyst: no upcoming date foundNOTE: vol setup — resolves both ways (not directional)iv_pctile:no_options_data (co_options_daily absent — sparse by design; score = rvol×proximity only)
Dislocation:
Realized Vol Pct 1y
9.96
Inside Day
No
Nr7
Yes
Days To Catalyst
—
Proximity Factor
0.00
Iv Pctile
—
Options Legs Enabled
Yes
Gate pass
Yes
Regime at flag: CAUTIOUS
A6 · Vol Mispricingpartialpersisting
score: 0.000confluence: 1days: 3as of 2026-09-11
Triggers:quality:passhist_earnings_move 3.8% (weighted avg of 8 events, w=0.7)catalyst 27d awayimplied_move:unavailable (options enabled but no data)vol_edge: pending implied_move data
Dislocation:
Hist Earnings Move
3.83
N Events Used
8.00
Days To Catalyst
27.00
Implied Move
—
Vol Edge
—
Options Legs Enabled
Yes
Gate pass
Yes
Recency Weight
0.70
Regime at flag: CAUTIOUS
Promote to Watchlist
Seeds the company layer immediately; full deep-data scaffold runs in the background.
Lifecycle Timeline
One strip per archetype, oldest → newest. Each cell is a trading day the screener recorded this name; color = lifecycle status. A ● marks a day the name was in the buy zone (ripeness confirmed/loaded); a left gap marks the start of a new candidacy episode.
A4 · Pre-Catalyst Coilinglong recoveryactive
9 days
A6 · Vol Mispricinglong recoveryactive
3 days
N3 · Failed Breakoutshort fragilityactive
10 days
N5 · Revision Collapse
3 days
A2 · Oversold Sympathy
6 days
A5 · Mechanical Reversion
10 days
newpersistingdecayedexitedpromotedunknownripe day
Realized Episodes
Each completed candidacy graded as a "would-have" trade: entered when the archetype began flagging this name, exited when the screener dropped it. Return is direction-adjusted and market-adjusted (minus SPY, where available) — hindsight, not advice. Open episodes are marked-to-market and excluded from the tally.
Closed: 5/6 directionally right · mean +2.2% · small sample, illustrative not proof
A6 · Vol Mispricinglong recovery2026-09-10 → open2 bars
-1.4%open · MTM
N3 · Failed Breakoutshort fragility2026-09-04 → open5 bars
+0.1%open · MTM
A4 · Pre-Catalyst Coilinglong recovery2026-08-25 → open13 bars
-3.8%open · MTM
N3 · Failed Breakoutshort fragility2026-08-18 → open18 bars
+2.2%open · MTM
N5 · Revision Collapseshort fragility2026-07-17 → 2026-07-213 bars
+2.4%closed
A2 · Oversold Sympathylong recovery2026-07-09 → 2026-07-133 bars
+0.5%closed
N3 · Failed Breakoutshort fragility2026-07-07 → 2026-08-0421 bars
+9.7%dropped
A2 · Oversold Sympathylong recovery2026-06-18 → 2026-06-222 bars
+0.6%closed
A5 · Mechanical Reversionlong recovery2026-06-15 → 2026-06-2910 bars
+1.0%closed
N3 · Failed Breakoutshort fragility2026-06-12 → 2026-06-163 bars
-1.0%dropped
Lifecycle History(newest first, up to 60 rows)
| Date | Archetype | State | Score | Confluence | Status | Dislocation |
|---|---|---|---|---|---|---|
| 2026-09-11 | A4 · Pre-Catalyst Coiling | partial | 0.000 | 1 | persisting | Realized Vol Pct 1y: 9.96 · Inside Day: No · Nr7: Yes · Days To Catalyst: — · Proximity Factor: 0.00 · Iv Pctile: — |
| 2026-09-11 | N5 · Revision Collapse | primed | 0.120 | 2 | exited | Analyst Cluster State: cluster_down · Pt Change 30d Pct: -6.72% · Negative Pt Trail: Yes · Downtrend Confirmed: Yes · Sma Downtrend: Yes · Ret Downtrend: Yes |
| 2026-09-11 | A6 · Vol Mispricing | partial | 0.000 | 1 | persisting | Hist Earnings Move: 3.83 · N Events Used: 8.00 · Days To Catalyst: 27.00 · Implied Move: — · Vol Edge: — · Options Legs Enabled: Yes |
| 2026-09-10 | A4 · Pre-Catalyst Coiling | partial | 0.250 | 2 | persisting | Realized Vol Pct 1y: 17.93 · Inside Day: Yes · Nr7: Yes · Days To Catalyst: — · Proximity Factor: 0.00 · Iv Pctile: — |
| 2026-09-10 | A6 · Vol Mispricing | partial | 0.250 | 2 | persisting | Hist Earnings Move: 3.83 · N Events Used: 8.00 · Days To Catalyst: 28.00 · Implied Move: — · Vol Edge: — · Options Legs Enabled: Yes |
| 2026-09-09 | A4 · Pre-Catalyst Coiling | partial | 0.000 | 1 | persisting | Realized Vol Pct 1y: 16.33 · Inside Day: No · Nr7: Yes · Days To Catalyst: — · Proximity Factor: 0.00 · Iv Pctile: — |
| 2026-09-09 | A6 · Vol Mispricing | partial | 0.514 | 1 | new | Hist Earnings Move: 3.83 · N Events Used: 8.00 · Days To Catalyst: 29.00 · Implied Move: — · Vol Edge: — · Options Legs Enabled: Yes |
| 2026-09-03 | N3 · Failed Breakout | primed | 0.575 | 1 | new | Breakout Level: sma20 · Dist 52w High: -0.16 · Sma Dist 20: -0.00 · Recent Push: Yes · Below Level: Yes · Failure Bar: Yes |
| 2026-09-02 | A4 · Pre-Catalyst Coiling | partial | 0.000 | 1 | persisting | Realized Vol Pct 1y: 8.76 · Inside Day: No · Nr7: Yes · Days To Catalyst: — · Proximity Factor: 0.00 · Iv Pctile: — |
| 2026-09-01 | N3 · Failed Breakout | primed | 0.300 | 1 | decayed | Breakout Level: sma20 · Dist 52w High: -0.17 · Sma Dist 20: 0.00 · Recent Push: Yes · Below Level: Yes · Failure Bar: Yes |
| 2026-09-01 | A4 · Pre-Catalyst Coiling | partial | 0.000 | 1 | persisting | Realized Vol Pct 1y: 9.96 · Inside Day: No · Nr7: Yes · Days To Catalyst: — · Proximity Factor: 0.00 · Iv Pctile: — |
| 2026-08-28 | A4 · Pre-Catalyst Coiling | partial | 0.000 | 1 | persisting | Realized Vol Pct 1y: 12.75 · Inside Day: No · Nr7: Yes · Days To Catalyst: — · Proximity Factor: 0.00 · Iv Pctile: — |
| 2026-08-27 | A4 · Pre-Catalyst Coiling | partial | 0.000 | 1 | persisting | Realized Vol Pct 1y: 8.37 · Inside Day: No · Nr7: Yes · Days To Catalyst: — · Proximity Factor: 0.00 · Iv Pctile: — |
| 2026-08-26 | A4 · Pre-Catalyst Coiling | partial | 0.000 | 1 | persisting | Realized Vol Pct 1y: 15.54 · Inside Day: No · Nr7: Yes · Days To Catalyst: — · Proximity Factor: 0.00 · Iv Pctile: — |
| 2026-08-25 | A4 · Pre-Catalyst Coiling | partial | 0.000 | 1 | new | Realized Vol Pct 1y: 11.16 · Inside Day: No · Nr7: Yes · Days To Catalyst: — · Proximity Factor: 0.00 · Iv Pctile: — |
| 2026-08-18 | N3 · Failed Breakout | primed | 0.300 | 1 | persisting | Breakout Level: sma20 · Dist 52w High: -0.17 · Sma Dist 20: 0.00 · Recent Push: Yes · Below Level: Yes · Failure Bar: Yes |
| 2026-08-17 | N3 · Failed Breakout | primed | 0.854 | 1 | new | Breakout Level: sma20 · Dist 52w High: -0.17 · Sma Dist 20: -0.00 · Recent Push: Yes · Below Level: Yes · Failure Bar: Yes |
| 2026-08-14 | N3 · Failed Breakout | primed | 0.577 | 1 | decayed | Breakout Level: sma20 · Dist 52w High: -0.17 · Sma Dist 20: 0.01 · Recent Push: Yes · Below Level: Yes · Failure Bar: Yes |
| 2026-08-14 | N5 · Revision Collapse | primed | 0.120 | 2 | decayed | Analyst Cluster State: cluster_down · Pt Change 30d Pct: -6.72% · Negative Pt Trail: Yes · Downtrend Confirmed: Yes · Sma Downtrend: Yes · Ret Downtrend: Yes |
| 2026-07-31 | N3 · Failed Breakout | primed | 0.577 | 1 | persisting | Breakout Level: sma20 · Dist 52w High: -0.17 · Sma Dist 20: 0.01 · Recent Push: Yes · Below Level: Yes · Failure Bar: Yes |
| 2026-07-30 | N3 · Failed Breakout | primed | 0.921 | 1 | persisting | Breakout Level: sma20 · Dist 52w High: -0.16 · Sma Dist 20: 0.01 · Recent Push: Yes · Below Level: Yes · Failure Bar: Yes |
| 2026-07-23 | A2 · Oversold Sympathy | partial | 0.633 | 1 | exited | 1-day return: -3.91% · 1-day return: -3.91% · Beta (60d): -0.26 · Sector return (1d): -0.88% · Sector return: -0.88% · Borrowed drop: -4.14% |
| 2026-07-17 | N3 · Failed Breakout | primed | 0.120 | 2 | persisting | Breakout Level: sma20 · Dist 52w High: -0.17 · Sma Dist 20: -0.01 · Recent Push: Yes · Below Level: Yes · Failure Bar: Yes |
| 2026-07-17 | N5 · Revision Collapse | primed | 0.120 | 2 | new | Analyst Cluster State: cluster_down · Pt Change 30d Pct: -6.72% · Negative Pt Trail: Yes · Downtrend Confirmed: Yes · Sma Downtrend: Yes · Ret Downtrend: Yes |
| 2026-07-16 | A2 · Oversold Sympathy | partial | 0.633 | 1 | decayed | 1-day return: -3.91% · 1-day return: -3.91% · Beta (60d): -0.26 · Sector return (1d): -0.88% · Sector return: -0.88% · Borrowed drop: -4.14% |
| 2026-07-09 | A5 · Mechanical Reversion | partial | 0.253 | 1 | exited | 1-day return: -0.54% · 1-day return: -0.54% · Beta (60d): -0.09 · Spy Ret 1d: -0.00 · Spy Ret Pct: -0.37% · Beta Residual Pct: -0.57% |
| 2026-07-09 | A2 · Oversold Sympathy | partial | 0.633 | 1 | new | 1-day return: -3.91% · 1-day return: -3.91% · Beta (60d): -0.26 · Sector return (1d): -0.88% · Sector return: -0.88% · Borrowed drop: -4.14% |
| 2026-07-08 | N3 · Failed Breakout | primed | 0.850 | 1 | persisting | Breakout Level: sma20 · Dist 52w High: -0.16 · Sma Dist 20: 0.00 · Recent Push: Yes · Below Level: Yes · Failure Bar: Yes |
| 2026-07-06 | N3 · Failed Breakout | primed | 0.614 | 1 | new | Breakout Level: sma20 · Dist 52w High: -0.14 · Sma Dist 20: 0.01 · Recent Push: Yes · Below Level: Yes · Failure Bar: Yes |
| 2026-07-02 | A5 · Mechanical Reversion | partial | 0.253 | 1 | decayed | 1-day return: -0.54% · 1-day return: -0.54% · Beta (60d): -0.09 · Spy Ret 1d: -0.00 · Spy Ret Pct: -0.37% · Beta Residual Pct: -0.57% |
| 2026-07-01 | A2 · Oversold Sympathy | partial | 0.685 | 2 | exited | 1-day return: -3.15% · 1-day return: -3.15% · Beta (60d): -0.12 · Sector return (1d): -2.26% · Sector return: -2.26% · Borrowed drop: -3.41% |
| 2026-06-25 | A5 · Mechanical Reversion | partial | 0.253 | 1 | persisting | 1-day return: -0.54% · 1-day return: -0.54% · Beta (60d): -0.09 · Spy Ret 1d: -0.00 · Spy Ret Pct: -0.37% · Beta Residual Pct: -0.57% |
| 2026-06-24 | A2 · Oversold Sympathy | partial | 0.685 | 2 | decayed | 1-day return: -3.15% · 1-day return: -3.15% · Beta (60d): -0.12 · Sector return (1d): -2.26% · Sector return: -2.26% · Borrowed drop: -3.41% |
| 2026-06-22 | A5 · Mechanical Reversion | partial | 0.396 | 1 | persisting | 1-day return: -0.93% · 1-day return: -0.93% · Beta (60d): -0.11 · Spy Ret 1d: -0.00 · Spy Ret Pct: -0.33% · Beta Residual Pct: -0.96% |
| 2026-06-21 | A5 · Mechanical Reversion | partial | 0.131 | 1 | persisting | 1-day return: 0.30% · 1-day return: 0.30% · Beta (60d): -0.11 · Spy Ret 1d: 0.00 · Spy Ret Pct: 0.00% · Beta Residual Pct: 0.30% |
| 2026-06-20 | A5 · Mechanical Reversion | partial | 0.131 | 1 | persisting | 1-day return: 0.30% · 1-day return: 0.30% · Beta (60d): -0.11 · Spy Ret 1d: 0.00 · Spy Ret Pct: 0.00% · Beta Residual Pct: 0.30% |
| 2026-06-19 | A5 · Mechanical Reversion | partial | 0.131 | 1 | persisting | 1-day return: 0.30% · 1-day return: 0.30% · Beta (60d): -0.11 · Spy Ret 1d: 0.00 · Spy Ret Pct: 0.00% · Beta Residual Pct: 0.30% |
| 2026-06-18 | A5 · Mechanical Reversion | partial | 0.023 | 1 | persisting | 1-day return: -0.05% · 1-day return: -0.05% · Beta (60d): -0.12 · Spy Ret 1d: — · Spy Ret Pct: — · Beta Residual Pct: — |
| 2026-06-17 | A5 · Mechanical Reversion | partial | 0.685 | 2 | persisting | 1-day return: -3.15% · 1-day return: -3.15% · Beta (60d): -0.12 · Spy Ret 1d: — · Spy Ret Pct: — · Beta Residual Pct: — |
| 2026-06-17 | A2 · Oversold Sympathy | partial | 0.685 | 2 | new | 1-day return: -3.15% · 1-day return: -3.15% · Beta (60d): -0.12 · Sector return (1d): -2.26% · Sector return: -2.26% · Borrowed drop: -3.41% |
| 2026-06-16 | A5 · Mechanical Reversion | partial | 0.045 | 1 | persisting | 1-day return: -0.09% · 1-day return: -0.09% · Beta (60d): -0.20 · Spy Ret 1d: — · Spy Ret Pct: — · Beta Residual Pct: — |