CBRE · CBRE Group Inc.
Stock Universe · mercado bursátil globalCBRE 15-Minute Algorithmic Trading Strategy Yields 2,564.93% Cumulative Return with 83.33% Win Rate
An in-depth quantitative examination of the top-tier algorithmic strategy for CBRE reveals an exceptional 83.33% historical win rate and a cumulative return of 2,564.93% across a 7.04-year evaluation window. Operating on a 15-minute price bar interval, the strategy functions as a selective position-swing model, averaging 13.64 completed trades per year with a mean holding duration of 481.05 hours. With a Profit Factor of 3.00, a maximum drawdown restricted to 20.47%, and positive equity growth in every calendar year from 2019 through 2026, the strategy ranks second among all evaluated models for CBRE on DevioLab with a score of 79.86. Analysis of profit distribution shows remarkable structural stability, with the top three winning trades contributing just 17.69% of gross profits, proving that historical performance is driven by consistent edge rather than isolated statistical outliers.
Análisis al 28.09.2026. Los datos de la estrategia se actualizan por separado.Leer análisis completo
Strategy profile
The evaluated quantitative model for CBRE represents a core-tier algorithmic trading strategy designed to operate on a 15-minute candle interval within the equity market. Designated with a DevioLab Score of 79.86 and holding the rank of second overall for CBRE, the strategy serves as high-conviction decision logic suitable for deployment via an automated trading bot, trading robot, or algorithmic trading agent. Over a dataset spanning 7.04 years—from September 16, 2019, through September 28, 2026—the logic generated a total cumulative return of 2,564.93% across 96 completed trades, translating to an annualized equivalent return of 227.11%. The model demonstrates a highly selective systematic structure, executing 80 winning trades against 16 losing trades to achieve an overall win rate of 83.33%. By utilizing granular 15-minute price data to manage entry timing while holding positions across multi-day horizons, the strategy bridges short-term technical execution with intermediate trend capture.
Trading rhythm and position duration
Although the strategy processes market data on a 15-minute timeframe, its execution rhythm is deliberate and low-frequency rather than rapid or scalping-oriented. Over the 7.04-year backtested sample, the system completed 96 trades, averaging 13.64 trades per year or approximately 1.68 trades per active month. Position durations reflect a patient holding structure: the average holding time spans 481.05 hours (approximately 20.0 days), whereas the median holding duration stands at 250.13 hours (about 10.4 days). This right-skewed duration profile indicates that while a typical trade remains open for roughly one to two weeks, select high-conviction positions are held significantly longer to capture extended directional moves in CBRE. Exit timing exhibits a parallel cadence, with an average of 26.52 days between completed trades and a median interval of 15.05 days. This balance allows an automated trading agent to operate with minimal trade turnover, reducing exposure to execution noise while targeting structural price swings.
Quality of historical results
The historical return profile displays outstanding balance between hit rate and payoff symmetry. The system achieved a Profit Factor of 3.00, meaning gross historical gains exceeded gross losses by a factor of three. The average trade yield stands at 3.99%, aligning closely with the median trade yield of 3.84%. This minimal divergence between mean and median expectations confirms that strategy performance is structurally consistent across typical trades rather than depending on extreme positive outliers. Furthermore, the top three winning trades accounted for only 17.69% of total gross profit, demonstrating broad-based return generation across the 80 winning trades. The absolute best trade recorded a gain of 45.18%, while the single worst trade produced a loss of -17.43%. Because total profitability is distributed smoothly across many moderate wins rather than concentrated in a handful of anomalous trades, the underlying decision logic proves historically robust.
Risk, drawdown and losing behavior
Risk metrics across the 7.04-year sample demonstrate disciplined capital preservation alongside strong return generation. The strategy experienced a maximum peak-to-trough equity drawdown of 20.47%. Considering the overall gain of 2,564.93%, this drawdown depth reflects favorable return-to-risk characteristics. Analysis of losing behavior highlights remarkable loss isolation: the longest consecutive losing streak was strictly limited to 2 trades, compared to a peak winning streak of 13 consecutive trades. Out of 96 total trades, only 16 closed in negative territory. However, the maximum adverse trade loss of -17.43% indicates that when the system does incur a loss, the drawdown on that specific trade can be substantial relative to the 3.99% average winning trade. The overall equity curve remains stable primarily because losing trades occur infrequently and rarely cluster together, allowing high win rates to swiftly absorb individual drawdowns.
Behavior through time and yearly stability
Examining performance on a calendar-year basis reveals exceptional consistency across differing market environments. Every single year from 2019 through 2026 recorded positive net returns. In 2019, during a brief initial sample, 1 trade yielded 7.18%. In 2020, the strategy generated 88.56% across 14 trades with a 71.43% win rate. In 2021, performance accelerated with 8 trades achieving a 100% win rate and a cumulative return of 94.82%. During the challenging stock market conditions of 2022, the model remained capital-defensive, closing 14 trades with a 71.43% win rate and a modest positive sum of 2.33%. Profitability bounced back in 2023 with 11 trades, an 81.82% win rate, and 26.36% return. Year 2024 saw 14 trades deliver 82.19% return at a 92.86% win rate, followed by 2025 with 11 trades, a 72.73% win rate, and 38.32% return. In 2026, activity increased to 23 trades, producing 42.88% return with a 91.30% win rate. This multi-year record shows that the strategy maintains positive equity momentum in both high-volatility and defensive market regimes.
Recent period since 2024-06-01 versus full history
A dedicated analysis of trades completed since June 1, 2024, reveals an active and highly productive recent regime. In this sample window, the strategy executed 42 trades—representing 43.75% of all historical trades—and accumulated 137.83% in total gains. Comparing this recent activity to the 7.04-year full history highlights an acceleration in trade generation without degradation in strategy efficiency. The strong total return of 137.83% across 42 recent trades demonstrates that the underlying quantitative rules remain well-aligned with contemporary market dynamics for CBRE. Rather than relying on historical performance established years ago, the logic has delivered a significant portion of its total return profile in the recent period, confirming ongoing statistical relevance.
Strengths and limitations
The primary analytical strength of this strategy lies in its combination of a high win rate (83.33%), a robust Profit Factor (3.00), and a well-distributed gross profit structure where the top three trades contribute under 18% of total gains. Its yearly consistency across eight consecutive calendar periods underscores reliable adaptability. Conversely, key limitations center on trade frequency and holding duration risks. With an average of only 13.64 trades per year and median holding periods exceeding 10 days, traders employing an automated trading robot must exercise patience, as signals occur infrequently. Furthermore, multi-week holding times expose equity positions to overnight earnings announcements, market gaps, and broader macroeconomic shocks. Finally, while losing streaks are short, individual trade losses can reach up to -17.43%, requiring sufficient portfolio risk controls.
DevioLab analytical conclusion
The CBRE 15-minute algorithmic strategy achieves a DevioLab Score of 79.86 and ranks second overall among tested strategies for this asset, placing it firmly in the core strategy tier. The statistical evidence indicates a high-probability swing model that leverages 15-minute bar granularity to execute trades with multi-day to multi-week holding horizons. Its combination of low outlier concentration, steady annual positive performance, and a 3.00 Profit Factor provides a high-quality quantitative framework for automated trading agents. While deployment requires tolerance for extended holding periods and occasional sizeable individual losses, the strategy's overall historical trade distribution demonstrates superior edge and structural resilience.
Data scope and methodology
This study is based on backtested historical closed-trade data for CBRE spanning 7.04 years from September 16, 2019, to September 28, 2026. All metrics, including the total return of 2,564.93%, 96 completed trades, holding times, and drawdown statistics, are computed directly from simulated closed positions operating on a 15-minute timeframe. The recent window metrics evaluate trades exiting on or after June 1, 2024. These statistics represent quantitative strategy research and do not account for live order execution slippage, broker commissions, borrow costs, or overnight financing fees. Historical backtested results are provided strictly for analytical evaluation and do not constitute investment advice or guarantee future performance.