CBRE Group Inc (CBRE) Daily/Weekly Backtest Results

Buy indicator:                  
              [ What are these indicators? | Switch to CBRE's monthly backtests ]
Fixed profit target:               -or-  

Expectancy: 7.47%.   Win rate: 90.0%.   Sharpe Ratio: -2.326.   Maximum drawdown: -44.72% on 23 March 2020.
Mean CAGR: 145.59%. Time in market: 3425 days.   Hypothetical return: $1000 would be worth $2844.88 on 16 May 2024.
Key: change_history : profitable trade change_history : breakeven trade (minimal loss after 2 years) change_history : losing trade (not profitable in a 2 year timeframe)


*Transaction costs, taxes and dividends are excluded from these calculations. Past performance may not necessarily be a reliable guide to future performance.

Calculations for CBRE Group

Expectancy is the percentage profit or loss you would expect to make on the next purchase of this stock with an entry point at the specified signal and profit target as set above. Given a large enough sample size, a positive expectancy indicates the trading strategy is likely to be profitable.

Expectancy calculation for 30 signal(s) occurring before 08 May 2024 for a 7.5% profit target: (90.0% * 8.78%) + (6.67% * 0.16%) - (3.33% * 13.46%) = 7.47%.
Wins: 27 Breakevens: 2 Losses: 1

To even out CAGR calculations, large individual returns from particularly quick trades have been capped at 300%.

The Sharpe Ratio calculation assumes a risk free return rate of 2% per calendar year. Ideally the ratio should be a positive number. A higher positive number indicates the strategy has a more attractive risk adjusted rate of return for this particular buy signal and stock over the chart's timeframe.

CBRE Group Analysis

Market sector: Real Estate.

External links: Seeking Alpha Research, Zacks Research.

These links may show useful information about why a stock's price has fallen significantly.

 

MegaDump Lite Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each MegaDump Lite entry signal. Hover over the icons to see more details of the particular trade, including the maximum percentage drawdown and how long it took to reach the desired percentage profit.

Key:   disabled_by_default = profit point not achieved. select_check_box = profit point achieved with CAGR above 15%.
select_check_box = profit point achieved with CAGR of between 5% and 15%. select_check_box = profit point achieved but CAGR was less than 5%.

Signal Date and Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
06 May 2026   LOW   smart_toy0.624   Mega Dump Lite $ 144.77 schedule schedule schedule schedule schedule
24 March 2026   LOW   smart_toy0.611   Mega Dump Lite $ 132.98 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
18 February 2026   LOW   smart_toy0.887   Mega Dump Lite $ 147.55 schedule schedule schedule schedule schedule
14 November 2025   LOW   smart_toy0.858   Mega Dump Lite $ 153.28 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
13 October 2025   LOW   smart_toy0.774   Mega Dump Lite $ 152.42 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt schedule
24 June 2025   LOW   smart_toy0.341   Mega Dump Lite $ 139.31 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
23 May 2025   LOW   smart_toy0.778   Mega Dump Lite $ 120.28 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt
21 April 2025   MEDIUM   smart_toy0.918   Mega Dump Lite $ 116.10 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt
18 March 2025   LOW   smart_toy0.942   Mega Dump Lite $ 126.71 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
24 December 2024   LOW   smart_toy0.405   Mega Dump Lite $ 131.02 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
24 May 2024   LOW   smart_toy0.726   Mega Dump Lite $ 87.74 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
22 April 2024   LOW   smart_toy0.782   Mega Dump Lite $ 85.73 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
19 January 2024   LOW   smart_toy0.737   Mega Dump Lite $ 85.16 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
07 November 2023   LOW   smart_toy0.871   Mega Dump Lite $ 74.54 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
06 October 2023   LOW   smart_toy0.936   Mega Dump Lite $ 72.25 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
20 April 2023   LOW   smart_toy0.428   Mega Dump Lite $ 71.86 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
20 March 2023   LOW   smart_toy0.655   Mega Dump Lite $ 74.59 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
11 October 2022   MEDIUM   smart_toy0.965   FIRE SALE Mega Dump Lite $ 69.20 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
07 September 2022   LOW   smart_toy0.846   Mega Dump Lite $ 78.20 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box
12 July 2022   HIGH   smart_toy0.99   FIRE SALE Mega Dump Lite $ 75.92 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box
10 June 2022   HIGH   smart_toy0.925   Mega Dump Lite $ 73.58 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
09 May 2022   MEDIUM   smart_toy0.931   Mega Dump Lite $ 80.00 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
05 April 2022   LOW   smart_toy0.779   Mega Dump Lite $ 91.62 select_check_box select_check_box select_check_box select_check_box select_check_box
04 March 2022   LOW   smart_toy0.738   Mega Dump Lite $ 91.48 select_check_box select_check_box select_check_box select_check_box select_check_box
31 January 2022   LOW   smart_toy0.897   Mega Dump Lite $ 99.53 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt disabled_by_default disabled_by_default disabled_by_default
03 December 2021   LOW   smart_toy0.804   Mega Dump Lite $ 99.52 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default
07 January 2021   LOW   smart_toy0.823   Mega Dump Lite $ 61.16 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
30 October 2020   LOW   smart_toy0.702   Mega Dump Lite $ 50.45 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
28 September 2020   LOW   smart_toy0.878   Mega Dump Lite $ 47.32 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
11 August 2020   LOW   smart_toy0.805   Mega Dump Lite $ 46.81 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
10 July 2020   MEDIUM   smart_toy0.736   Mega Dump Lite $ 43.98 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
08 June 2020   LOW   smart_toy0.637   Mega Dump Lite $ 55.24 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
05 May 2020   MEDIUM   smart_toy0.927   FIRE SALE Mega Dump Lite $ 39.94 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
03 April 2020   HIGH   smart_toy0.948   FIRE SALE Mega Dump Lite $ 36.08 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
03 March 2020   LOW   smart_toy0.862   Mega Dump Lite $ 57.98 select_check_box select_check_box select_check_box select_check_box select_check_box
08 November 2019   LOW   smart_toy0.921   Mega Dump Lite $ 54.62 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
07 October 2019   LOW   smart_toy0.793   Mega Dump Lite $ 50.46 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
23 May 2019   LOW   smart_toy0.711   Mega Dump Lite $ 47.16 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
27 December 2018   LOW   smart_toy0.977   Mega Dump Lite $ 39.44 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt
19 November 2018   LOW   smart_toy0.992   Mega Dump Lite $ 43.72 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
16 October 2018   LOW   smart_toy0.869   Mega Dump Lite $ 40.01 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt

 

The data for CBRE Group Inc (exchange: XNYS symbol: CBRE) was last updated 15 May 2026 23:40. Data for this stock is available from 19 Mar 2018 - 15 May 2026.