Enter 5 sessions before the month end, exit 1 session after it, every month
Every figure is gross, and compares each trade with holding RCAT for the same number of sessions.
+86.18%
+13.06%
+73.12%
-12.99%
+664.72%
45%
5 of 11 years
-11.02%
50%
3 of 6 windows
-239.68%
+384.95%
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
10
2 of 10 up
Return, summed
-16.05%
Excess, summed
-146.62%
over holding RCAT the same length
Position now
None
| Entry | Exit | Return | Excess | |
|---|---|---|---|---|
| 2026-09-23 | 2026-10-01 | -6.63% | +13.06% | -19.68% |
| 2026-08-24 | 2026-09-01 | -10.26% | +13.06% | -23.31% |
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 | +3890.00% | +13.06% | +3876.94% | +3876.94% |
| 2012 | 1 | +3890.00% | +13.06% | +3876.94% | +3876.94% |
| 2017 | 3 | +27.54% | +13.06% | +14.49% | +43.46% |
| 2018 | 12 | -6.46% | +13.06% | -19.52% | -234.18% |
| 2019 | 12 | +19.67% | +13.06% | +6.61% | +79.34% |
| 2020 | 12 | +32.95% | +13.06% | +19.89% | +238.74% |
| 2021 | 12 | +8.25% |
| 2026-07-24 |
| 2026-08-03 |
| -7.67% |
| +13.06% |
| -20.72% |
| 2026-06-23 | 2026-07-01 | +2.03% | +13.06% | -11.03% |
| 2026-05-21 | 2026-06-01 | +62.73% | +13.06% | +49.67% |
| 2026-04-23 | 2026-05-01 | -12.57% | +13.06% | -25.62% |
| 2026-03-24 | 2026-04-01 | -11.96% | +13.06% | -25.01% |
| 2026-02-20 | 2026-03-02 | -2.68% | +13.06% | -15.74% |
| 2026-01-23 | 2026-02-02 | -21.23% | +13.06% | -34.28% |
| 2025-12-23 | 2026-01-02 | -7.82% | +13.06% | -20.88% |
| +13.06% |
| -4.81% |
| -57.72% |
| 2022 | 12 | +0.23% | +13.06% | -12.83% | -153.95% |
| 2023 | 12 | +3.23% | +13.06% | -9.83% | -117.94% |
| 2024 | 12 | +9.09% | +13.06% | -3.97% | -47.61% |
| 2025 | 11 | -4.40% | +13.06% | -17.46% | -192.07% |