Enter 3 sessions before the month end, exit 3 sessions after it, every month
Every figure is gross, and compares each trade with holding RCAT for the same number of sessions.
+99.90%
+13.06%
+86.84%
-13.06%
+885.78%
20%
2 of 10 years
-12.16%
17%
1 of 6 windows
-277.88%
-6.33%
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
6 of 9 up
Return, summed
+91.61%
Excess, summed
-25.90%
over holding RCAT the same length
Position now
In since Sep 25, 2026
exits at the open of Oct 5, 2026
| Entry | Exit | Return | Excess | |
|---|---|---|---|---|
| 2026-08-26 | 2026-09-03 | -3.06% | +13.06% | -16.12% |
| 2026-07-28 | 2026-08-05 | +17.65% | +13.06% |
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% | +13.06% | +3280.28% | +9840.83% |
| 2017 | 4 | +52.00% | +13.06% | +38.94% | +155.77% |
| 2018 | 12 | -8.92% | +13.06% | -21.98% | -263.77% |
| 2019 | 12 | +6.94% | +13.06% | -6.12% | -73.41% |
| 2020 | 12 | +10.27% | +13.06% | -2.78% | -33.38% |
| 2021 | 12 | -3.31% | +13.06% | -16.36% | -196.37% |
| 2022 | 12 | -0.78% |
| +4.59% |
| 2026-06-25 | 2026-07-06 | +7.03% | +13.06% | -6.02% |
| 2026-05-26 | 2026-06-03 | +49.53% | +13.06% | +36.48% |
| 2026-04-27 | 2026-05-05 | -6.05% | +13.06% | -19.11% |
| 2026-03-26 | 2026-04-06 | -16.94% | +13.06% | -30.00% |
| 2026-02-24 | 2026-03-04 | +20.22% | +13.06% | +7.17% |
| 2026-01-27 | 2026-02-04 | +2.04% | +13.06% | -11.01% |
| 2025-12-26 | 2026-01-06 | +21.19% | +13.06% | +8.13% |
| +13.06% |
| -13.83% |
| -166.01% |
| 2023 | 12 | +2.39% | +13.06% | -10.67% | -128.00% |
| 2024 | 12 | +0.59% | +13.06% | -12.47% | -149.62% |
| 2025 | 11 | +1.40% | +13.06% | -11.66% | -128.26% |