GSBUSDT
Instrumento de ações · execução via BinanceGS · The Goldman Sachs Group, Inc. 15m Algorithmic Strategy Analysis
A detailed quantitative evaluation of the core 15-minute trading strategy for The Goldman Sachs Group, Inc., highlighting an 82.48% win rate, a 1.88 profit factor, and a cumulative historical return of +8435.29% across 137 completed trades.
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Strategy profile
The algorithmic trading model designated as GSB 0 +8435.29% 1TRAD-VLB6 is designed for equity trading in The Goldman Sachs Group, Inc. using a 15-minute execution interval. In the overall quantitative scoring, it achieves a DevioLab score of 79.19 and ranks 3rd among all tested strategies for this ticker. The strategy is classified as a core independent best model. The evaluation dataset spans 6.93 years, from September 16, 2019 to August 19, 2026. The initial date marks the start of this specific backtest historical dataset, not the founding or exchange listing date of the underlying asset.
Trading rhythm and position duration
Over the full evaluation span of nearly seven years, the algorithm executed 137 completed trades. This corresponds to an average trading frequency of approximately 19.78 trades per year, or fewer than two trades per month. Despite operating on a 15-minute chart, this pace indicates a highly selective entry model rather than high-frequency intraday scalping. Specific statistical metrics for average and median holding hours, as well as days between trade exits, are unrecorded in this dataset. The conservative trade count highlights that the model remains patient until specific price criteria are satisfied.
Quality of historical results
The historical performance reveals a strong winning percentage of 82.48%, accounting for 113 winning trades versus 24 losing trades. The average trade yield stands at +3.61%, closely tracking the median trade return of +3.56%. This alignment indicates a balanced performance distribution free from distortion by isolated extreme outliers. The best single trade registered a gain of +22.48%, while the overall profit factor reached 1.88. Furthermore, the top 3 winning trades generated only 9.10% of total gross profit, confirming that gains were distributed broadly across the trade population.
Risk, drawdown and losing behavior
The maximum historical drawdown was constrained to 20.96%, staying well within reasonable boundaries relative to total accumulated return. Across the entire record, 24 losing trades took place, with the worst individual trade incurring a loss of -11.74%. The system demonstrated favorable streak asymmetry: the longest winning streak spanned 24 consecutive trades, whereas the longest losing streak was capped at just 2 trades. This pattern points to disciplined risk management during unfavorable market conditions.
Behavior through time and yearly stability
Across the 6.93-year historical window, the strategy accumulated a total simulated return of +8435.29%, which translates to an annualized return metric of 454.71%. Detailed breakdown records for individual calendar years are not provided in this statistical summary. Nonetheless, the high proportion of winning trades and low reliance on the top 3 trades (9.10%) indicate consistent functional performance across varying market cycles.
Strengths and limitations
Key strengths include an exceptional win rate of 82.48%, a profit factor of 1.88, a maximum drawdown of 20.96%, low profit concentration (top 3 trades = 9.10%), and an impressive 24-trade winning streak. Limitations include low trade volume (19.78 trades/year), requiring patience from operators, zero trade activity in the recent post-June 2024 period, and unrecorded holding duration metrics. Simulated backtest results do not guarantee future live execution outcomes.
DevioLab analytical conclusion
Carrying a DevioLab score of 79.19 and a rank of 3 for GS, this core independent model offers a disciplined quantitative framework for stock market price action. It prioritizes entry precision over trade volume. Market participants evaluating this strategy should keep its low trading frequency in mind and monitor future execution signals as price dynamics evolve.
Data scope and methodology
This analysis is based on 137 completed simulated trades for GS (The Goldman Sachs Group, Inc.) across 15-minute candlestick data from September 16, 2019 to August 19, 2026. All statistics reflect historical closed spot-style trades. They do not represent real broker account equity curves and do not guarantee future trading results.