DOC · Healthpeak Properties, Inc.
Stock Universe · marché actions mondialAnalyzing DOC Algorithmic Strategy: High-Win-Rate Multi-Week Trend Extraction for DOC Stock Trading Bots
This quantitative evaluation analyzes a top-ranked algorithmic trading strategy designed for DOC stock on a 15-minute execution chart. Generating a total cumulative return of 1,155.86% across 57 completed trades over a 6.94-year evaluation window, the strategy demonstrates an impressive 84.21% win rate, a profit factor of 5.00, and a tightly controlled maximum drawdown of 12.54%. By entering selectively and holding positions for an average of 570.58 hours (roughly 23.8 days), the strategy functions as a low-frequency, high-expectancy decision engine suitable for automated trading bots and trading agents seeking high signal accuracy and limited equity drawdowns.
Analyse au 20.10.2026. Les données de la stratégie sont mises à jour séparément.Lire l’analyse complète
Strategy profile
The DOC algorithmic strategy evaluated here represents a core decision logic tailored for trading DOC stock. Ranked first overall for its asset ticker within the DevioLab database with an aggregate DevioLab score of 83.99, the strategy operates on a 15-minute timeframe. Despite using a granular intraday candlestick interval for signal evaluation, its historical execution profile is remarkably low-frequency and selective. Over a testing horizon spanning September 16, 2019 through August 24, 2026—totaling nearly 6.94 years—the model produced just 57 completed closed trades. This translates to an average of roughly 8.21 trades per year or 1.27 trades per active month. Across this entire period, the strategy accumulated a total closed return sum of 1,155.86%, yielding a calculated annualized return metric of 80.92%. Designed as an algorithmic model suitable for deployment within automated trading bots, trading robots, or quantitative trading agents, the core philosophy relies on patience, high signal filtering, and extended holding periods rather than high-turnover intraday scalp execution.
Trading rhythm and position duration
A critical structural characteristic of this strategy is the contrast between its 15-minute chart resolution and its multi-week position holding times. While signals are processed on 15-minute candles, the average position holding time reaches 570.58 hours, or approximately 23.77 days. The median holding duration stands at 330.50 hours, or roughly 13.77 days, indicating that while a few longer-running positions extend the mean duration, the baseline trade remains open for two to three weeks. Furthermore, the spacing between consecutive position exits averages 43.07 days, with a median exit interval of 29.49 days. This spacing confirms that the strategy is idle for substantial windows between market setups. Rather than overtrading during noise regimes, the logic holds cash until explicit quantitative conditions align. For automated trading agents and execution bots, this creates an operational environment with minimal execution friction, low transaction turnover, and ample time for order processing, contrasting sharply with high-frequency algorithms that suffer from execution drag.
Quality of historical results
The payoff architecture of the strategy reveals exceptional statistical consistency across its 57 trades. Of those positions, 48 ended in profit while only 9 resulted in losses, achieving a win rate of 84.21%. The average trade profit stands at +5.10%, closely tracking the median trade return of +4.58%. The proximity between the average and median trade return indicates that historical performance is not driven by extreme statistical noise or a single fortunate trade, but rather by a reproducible profit capture process. The strategy produced a best individual trade of +44.82% and a worst trade loss of -12.54%. Crucially, the top three winning trades combined represent 25.83% of total gross profit. Because less than twenty-six percent of profits are concentrated in the three largest gains, the remaining seventy-four percent of earnings is broadly distributed across the remaining 45 winning trades. Combined with a profit factor of 5.00—meaning total gross gains were five times larger than total gross losses—the historical payoff profile displays strong multi-trade expectancy.
Risk, drawdown and losing behavior
Risk containment is one of the strategy's primary analytical strengths. The maximum equity drawdown recorded throughout the nearly seven-year backtest was limited to 12.54%. Remarkably, this maximum drawdown exactly matches the magnitude of the single worst trade (-12.54%), illustrating that equity pullbacks were largely driven by isolated single-trade stop exits rather than compound multi-trade drawdowns. The risk architecture is further underscored by the streak statistics: the strategy achieved a peak winning streak of 15 consecutive positive trades, while its longest losing streak was limited to just 2 consecutive losses. With only 9 total losing trades across 57 historical cycles, losing events were infrequent and isolated. The combination of an 84.21% hit rate and a 5.00 profit factor allows the strategy to maintain a highly resilient equity curve, offering a favorable risk-to-reward structure for quantitative portfolios and trading robots designed to operate under strict drawdown constraints.
Behavior through time and yearly stability
An examination of the yearly performance breakdown demonstrates consistent multi-year profitability across various market cycles from 2020 through 2026. In 2020, the strategy recorded 12 trades (10 wins, 2 losses) for an 83.33% win rate and a cumulative return sum of +81.63%. In 2021, it completed 8 trades with a flawless 100% win rate, yielding +36.85%. Performance remained positive in 2022 with 6 trades (5 wins, 1 loss) adding +25.20%, followed by a quiet 2023 where 4 trades (3 wins, 1 loss) generated +4.92%. The strategy experienced its strongest output in 2024, executing 10 trades with 9 wins (90.00% win rate) to post a sum of +84.41%. In 2025, 8 trades (6 wins, 2 losses) produced +19.57%, and in 2026, 9 trades (7 wins, 2 losses) added +38.04%. Across every calendar year in the sample, the strategy maintained win rates at or above 75.00% and generated positive net returns, demonstrating that its signal logic is resilient across shifting broader market environments rather than dependent on a single favorable year.
Recent period since 2024-06-01 versus full history
Focusing on the recent evaluation window beginning June 1, 2024, provides vital insight into modern strategy behavior. Since this cutoff, 22 completed trades have closed, accounting for nearly 38.6% of all historical trades in the dataset. During this recent window, the sum of trade percentage gains reached +72.96%. The higher concentration of trades in recent years—22 closed exits between mid-2024 and mid-2026 compared to 35 trades in the prior five years—indicates increased market volatility or more frequent setup triggers in DOC stock during recent cycles. Crucially, the recent return contribution of +72.96% aligns cleanly with the overall historical average trade expectation, confirming that the logic has retained its performance integrity in recent market conditions without experiencing parameter decay or signal degradation.
Strengths and limitations
The primary strength of this DOC strategy lies in its outstanding trade efficiency and risk metrics, characterized by an 84.21% win rate, a 5.00 profit factor, and a capped 12.54% historical drawdown. Its low concentration in top winners (25.83%) confirms that performance is well distributed across trades. Furthermore, its long average holding duration of 570.58 hours minimizes sensitivity to short-term spread fluctuations and operational slippage, making it highly practical for automated trading bots. Conversely, the strategy's primary limitation is its sample size and trade frequency. Generating only 57 completed trades over almost seven years means statistical sample sizes per year are small (ranging from 4 to 12 trades). Investors utilizing this decision engine must exercise patience, as long idle periods between trade entries—averaging over 40 days between exits—require disciplined long-term capital allocation rather than frequent trading activity.
DevioLab analytical conclusion
The DOC 0 +1155.86% 1TRAD-WHL1 strategy demonstrates superior quantitative characteristics, earning its top rank for DOC stock with a DevioLab score of 83.99. By pairing 15-minute signal evaluation with a multi-week position holding methodology, the model effectively filters out noise to capture substantial underlying price movements in DOC stock. The alignment of an 84.21% win rate, an 80.92% annualized return metric, and a modest 12.54% maximum drawdown makes this strategy an exemplary candidate logic for quantitative systems, trading robots, and automated trading agents seeking steady growth with controlled downside exposure. While low trade frequency demands high patience, the historical statistical profile shows high structural reliability.
Data scope and methodology
All analytical conclusions presented in this article are derived exclusively from historical backtested execution data for DOC stock on a 15-minute time interval from September 16, 2019 to August 24, 2026. The dataset encompasses 57 completed closed trade cycles. Summed closed trade percentages, win rates, drawdowns, and holding durations reflect mathematical calculations based strictly on closed historical signals. These statistics represent hypothetical historical performance research designed to evaluate strategy logic for automated execution systems and do not represent live account trading returns or guaranteed future performance. Real-world execution results may vary due to market liquidity, slippage, broker fees, and dynamic trading conditions.