Enter 1 session before 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.
+115.97%
+10.90%
+105.07%
-10.90%
+993.42%
27%
3 of 11 years
-8.99%
0%
0 of 6 windows
-173.86%
+182.14%
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
5 of 9 up
Return, summed
+44.98%
Excess, summed
-53.08%
over holding RCAT the same length
Position now
In since Sep 29, 2026
exits at the open of Oct 6, 2026
| Entry | Exit | Return | Excess | |
|---|---|---|---|---|
| 2026-08-28 | 2026-09-04 | -7.10% | +10.90% | -18.00% |
| 2026-07-30 | 2026-08-06 | +17.05% | +10.90% |
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 | +2470.00% | +10.90% | +2459.10% | +9836.42% |
| 2010 | 1 | +1895.00% | +10.90% | +1884.10% | +1884.10% |
| 2017 | 4 | +16.80% | +10.90% | +5.91% | +23.63% |
| 2018 | 12 | -0.44% | +10.90% | -11.34% | -136.02% |
| 2019 | 12 | +2.76% | +10.90% | -8.13% | -97.58% |
| 2020 | 12 | +5.52% | +10.90% | -5.38% | -64.55% |
| 2021 | 12 | +3.14% |
| +6.15% |
| 2026-06-29 | 2026-07-07 | +1.94% | +10.90% | -8.96% |
| 2026-05-28 | 2026-06-04 | +10.44% | +10.90% | -0.46% |
| 2026-04-29 | 2026-05-06 | -8.90% | +10.90% | -19.79% |
| 2026-03-30 | 2026-04-07 | -2.65% | +10.90% | -13.54% |
| 2026-02-26 | 2026-03-05 | +21.07% | +10.90% | +10.17% |
| 2026-01-29 | 2026-02-05 | -25.33% | +10.90% | -36.23% |
| 2025-12-30 | 2026-01-07 | +38.46% | +10.90% | +27.57% |
| +10.90% |
| -7.75% |
| -93.04% |
| 2022 | 12 | +1.16% | +10.90% | -9.73% | -116.80% |
| 2023 | 12 | -0.32% | +10.90% | -11.22% | -134.64% |
| 2024 | 12 | +2.17% | +10.90% | -8.73% | -104.76% |
| 2025 | 11 | +4.61% | +10.90% | -6.28% | -69.11% |