Enter 4 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.
+83.93%
+18.14%
+65.79%
-18.84%
+664.49%
20%
2 of 10 years
-16.57%
17%
1 of 6 windows
-342.38%
-0.87%
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
4 of 9 up
Return, summed
+34.95%
Excess, summed
-128.34%
over holding RCAT the same length
Position now
In since Sep 24, 2026
exits at the open of Oct 7, 2026
| Entry | Exit | Return | Excess | |
|---|---|---|---|---|
| 2026-08-25 | 2026-09-08 | -7.80% | +18.14% | -25.94% |
| 2026-07-27 | 2026-08-07 | +8.96% | +18.14% |
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 | 2 | +3885.00% | +18.14% | +3866.86% | +7733.71% |
| 2017 | 4 | +144.47% | +18.14% | +126.33% | +505.32% |
| 2018 | 12 | -1.33% | +18.14% | -19.47% | -233.70% |
| 2019 | 12 | -0.34% | +18.14% | -18.49% | -221.84% |
| 2020 | 12 | +7.83% | +18.14% | -10.31% | -123.74% |
| 2021 | 12 | -1.45% | +18.14% | -19.59% | -235.05% |
| 2022 | 12 | +1.01% |
| -9.18% |
| 2026-06-24 | 2026-07-08 | -7.52% | +18.14% | -25.67% |
| 2026-05-22 | 2026-06-05 | +55.66% | +18.14% | +37.52% |
| 2026-04-24 | 2026-05-07 | -16.71% | +18.14% | -34.85% |
| 2026-03-25 | 2026-04-08 | -18.43% | +18.14% | -36.58% |
| 2026-02-23 | 2026-03-06 | +21.95% | +18.14% | +3.81% |
| 2026-01-26 | 2026-02-06 | -23.10% | +18.14% | -41.24% |
| 2025-12-24 | 2026-01-08 | +21.93% | +18.14% | +3.79% |
| +18.14% |
| -17.13% |
| -205.55% |
| 2023 | 12 | -1.18% | +18.14% | -19.32% | -231.89% |
| 2024 | 12 | +3.71% | +18.14% | -14.43% | -173.15% |
| 2025 | 11 | +2.76% | +18.14% | -15.38% | -169.23% |