Enter 2 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.
+140.99%
+14.78%
+126.21%
-16.67%
+1299.97%
20%
2 of 10 years
-13.76%
17%
1 of 6 windows
-295.71%
+6.72%
10Trades
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
5 of 9 up
Return, summed
+66.24%
Excess, summed
-66.81%
over holding RCAT the same length
Position now
In since Sep 28, 2026
exits at the open of Oct 7, 2026
| Entry | Exit | Return | Excess | |
|---|---|---|---|---|
| 2026-08-27 | 2026-09-08 | -7.14% | +14.78% | -21.92% |
| 2026-07-29 | 2026-08-07 | +15.47% | +14.78% |
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 | +3440.00% | +14.78% | +3425.22% | +13700.86% |
| 2017 | 4 | +194.45% | +14.78% | +179.67% | +718.66% |
| 2018 | 12 | +2.37% | +14.78% | -12.41% | -148.97% |
| 2019 | 12 | +9.06% | +14.78% | -5.72% | -68.68% |
| 2020 | 12 | -12.66% | +14.78% | -27.44% | -329.31% |
| 2021 | 12 | -3.76% | +14.78% | -18.55% | -222.55% |
| 2022 | 12 | +2.58% |
| +0.68% |
| 2026-06-26 | 2026-07-08 | +4.59% | +14.78% | -10.19% |
| 2026-05-27 | 2026-06-05 | +38.20% | +14.78% | +23.41% |
| 2026-04-28 | 2026-05-07 | -8.56% | +14.78% | -23.34% |
| 2026-03-27 | 2026-04-08 | -5.50% | +14.78% | -20.28% |
| 2026-02-25 | 2026-03-06 | +12.69% | +14.78% | -2.10% |
| 2026-01-28 | 2026-02-06 | -21.89% | +14.78% | -36.67% |
| 2025-12-29 | 2026-01-08 | +38.39% | +14.78% | +23.60% |
| +14.78% |
| -12.21% |
| -146.49% |
| 2023 | 12 | -2.56% | +14.78% | -17.35% | -208.16% |
| 2024 | 12 | -0.74% | +14.78% | -15.52% | -186.25% |
| 2025 | 11 | +4.83% | +14.78% | -9.95% | -109.47% |