Enter 1 session after the month end, exit 4 sessions after it, every month
Every figure is gross, and compares each trade with holding RCAT for the same number of sessions.
+86.57%
+6.65%
+79.92%
-7.07%
+705.93%
50%
6 of 12 years
-5.32%
17%
1 of 6 windows
-93.12%
+175.23%
12Trades
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
+24.95%
Excess, summed
-34.89%
over holding RCAT the same length
Position now
In since Oct 1, 2026
exits at the open of Oct 6, 2026
| Entry | Exit | Return | Excess | |
|---|---|---|---|---|
| 2026-09-01 | 2026-09-04 | +1.19% | +6.65% | -5.46% |
| 2026-08-03 | 2026-08-06 | +11.44% | +6.65% |
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 | 4 | +997.50% | +6.65% | +990.85% | +3963.40% |
| 2010 | 1 | +1000.00% | +6.65% | +993.35% | +993.35% |
| 2012 | 1 | +3890.00% | +6.65% | +3883.35% | +3883.35% |
| 2017 | 4 | -32.32% | +6.65% | -38.97% | -155.87% |
| 2018 | 12 | +16.77% | +6.65% | +10.12% | +121.50% |
| 2019 | 12 | +21.82% | +6.65% | +15.17% | +182.05% |
| 2020 | 12 | -4.60% |
| +4.79% |
| 2026-07-01 | 2026-07-07 | -5.30% | +6.65% | -11.95% |
| 2026-06-01 | 2026-06-04 | -4.33% | +6.65% | -10.98% |
| 2026-05-01 | 2026-05-06 | -11.02% | +6.65% | -17.66% |
| 2026-04-01 | 2026-04-07 | -2.28% | +6.65% | -8.93% |
| 2026-03-02 | 2026-03-05 | +15.92% | +6.65% | +9.27% |
| 2026-02-02 | 2026-02-05 | -11.58% | +6.65% | -18.23% |
| 2026-01-02 | 2026-01-07 | +30.91% | +6.65% | +24.26% |
| +6.65% |
| -11.25% |
| -134.94% |
| 2021 | 12 | -3.86% | +6.65% | -10.51% | -126.14% |
| 2022 | 12 | +0.17% | +6.65% | -6.48% | -77.74% |
| 2023 | 12 | -0.40% | +6.65% | -7.05% | -84.61% |
| 2024 | 12 | -2.92% | +6.65% | -9.57% | -114.79% |
| 2025 | 12 | +8.45% | +6.65% | +1.81% | +21.67% |