Enter 5 sessions before the month end, exit 5 sessions after it, every month
Every figure is gross, and compares each trade with holding RCAT for the same number of sessions.
+71.92%
+17.69%
+54.23%
-17.92%
+492.99%
27%
3 of 11 years
-15.95%
17%
1 of 6 windows
-342.17%
+263.85%
11Trades
Every trade that closed after 2025-12-31, through 2026-10-02. None of them reached a figure above: this is the rule on prices it was not measured on. Gross, at the open.
Trades closed
9
4 of 9 up
Return, summed
+23.49%
Excess, summed
-135.70%
over holding RCAT the same length
Position now
In since Sep 23, 2026
exits at the open of Oct 7, 2026
| Entry | Exit | Return | Excess | |
|---|---|---|---|---|
| 2026-08-24 | 2026-09-08 | -9.67% | +17.69% | -27.36% |
| 2026-07-24 | 2026-08-07 | +6.11% | +17.69% |
Each bar is a year's mean excess per trade over holding RCAT for the same length. The line is the mean of four consecutive years, drawn at the last of them; a missing year breaks it.
| Year | Trades | Return | Mean excess | Total excess | |
|---|---|---|---|---|---|
| 2009 | 1 | +3880.00% | +17.69% | +3862.31% | +3862.31% |
| 2012 | 1 | +2640.00% | +17.69% | +2622.31% | +2622.31% |
| 2017 | 3 | +158.85% | +17.69% | +141.16% | +423.49% |
| 2018 | 12 | -7.42% | +17.69% | -25.11% | -301.32% |
| 2019 | 12 | +5.04% | +17.69% | -12.65% | -151.77% |
| 2020 | 12 | +12.45% | +17.69% | -5.23% | -62.79% |
| 2021 | 12 | -0.53% |
| -11.58% |
| 2026-06-23 | 2026-07-08 | -9.76% | +17.69% | -27.45% |
| 2026-05-21 | 2026-06-05 | +60.97% | +17.69% | +43.28% |
| 2026-04-23 | 2026-05-07 | -21.22% | +17.69% | -38.91% |
| 2026-03-24 | 2026-04-08 | -11.62% | +17.69% | -29.31% |
| 2026-02-20 | 2026-03-06 | +12.04% | +17.69% | -5.65% |
| 2026-01-23 | 2026-02-06 | -28.83% | +17.69% | -46.52% |
| 2025-12-23 | 2026-01-08 | +25.47% | +17.69% | +7.79% |
| +17.69% |
| -18.22% |
| -218.59% |
| 2022 | 12 | +0.42% | +17.69% | -17.27% | -207.21% |
| 2023 | 12 | +0.90% | +17.69% | -16.78% | -201.41% |
| 2024 | 12 | +2.55% | +17.69% | -15.14% | -181.69% |
| 2025 | 11 | +3.10% | +17.69% | -14.59% | -160.47% |