Enter 3 sessions 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.
+101.40%
+14.78%
+86.61%
-16.94%
+883.44%
20%
2 of 10 years
-13.39%
17%
1 of 6 windows
-292.23%
-6.40%
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
+42.54%
Excess, summed
-90.51%
over holding RCAT the same length
Position now
In since Sep 25, 2026
exits at the open of Oct 6, 2026
| Entry | Exit | Return | Excess | |
|---|---|---|---|---|
| 2026-08-26 | 2026-09-04 | -5.40% | +14.78% | -20.18% |
| 2026-07-28 | 2026-08-06 | +9.08% | +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 | 3 | +3293.33% | +14.78% | +3278.55% | +9835.65% |
| 2017 | 4 | +54.95% | +14.78% | +40.16% | +160.65% |
| 2018 | 12 | -5.70% | +14.78% | -20.48% | -245.77% |
| 2019 | 12 | +9.66% | +14.78% | -5.12% | -61.44% |
| 2020 | 12 | +11.04% | +14.78% | -3.74% | -44.89% |
| 2021 | 12 | -0.04% | +14.78% | -14.82% | -177.89% |
| 2022 | 12 | -0.69% |
| -5.70% |
| 2026-06-25 | 2026-07-07 | +3.41% | +14.78% | -11.37% |
| 2026-05-26 | 2026-06-04 | +42.56% | +14.78% | +27.78% |
| 2026-04-27 | 2026-05-06 | -11.85% | +14.78% | -26.63% |
| 2026-03-26 | 2026-04-07 | -17.33% | +14.78% | -32.11% |
| 2026-02-24 | 2026-03-05 | +17.12% | +14.78% | +2.33% |
| 2026-01-27 | 2026-02-05 | -16.13% | +14.78% | -30.91% |
| 2025-12-26 | 2026-01-07 | +21.08% | +14.78% | +6.29% |
| +14.78% |
| -15.47% |
| -185.64% |
| 2023 | 12 | +1.95% | +14.78% | -12.84% | -154.05% |
| 2024 | 12 | +0.31% | +14.78% | -14.47% | -173.66% |
| 2025 | 11 | +4.01% | +14.78% | -10.78% | -118.56% |