Enter 1 session after 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.
+116.01%
+8.60%
+107.42%
-10.22%
+948.84%
42%
5 of 12 years
-8.30%
17%
1 of 6 windows
-164.75%
+304.05%
12Trades
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
+35.02%
Excess, summed
-42.36%
over holding RCAT the same length
Position now
In since Oct 1, 2026
exits at the open of Oct 7, 2026
| Entry | Exit | Return | Excess | |
|---|---|---|---|---|
| 2026-09-01 | 2026-09-08 | +0.65% | +8.60% | -7.94% |
| 2026-08-03 | 2026-08-07 | +14.92% | +8.60% |
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 | +1522.50% | +8.60% | +1513.90% | +6055.61% |
| 2010 | 1 | +1895.00% | +8.60% | +1886.40% | +1886.40% |
| 2012 | 1 | +3890.00% | +8.60% | +3881.40% | +3881.40% |
| 2017 | 4 | -20.31% | +8.60% | -28.91% | -115.63% |
| 2018 | 12 | +41.01% | +8.60% | +32.41% | +388.89% |
| 2019 | 12 | +21.97% | +8.60% | +13.37% | +160.45% |
| 2020 | 12 | -14.54% |
| +6.32% |
| 2026-07-01 | 2026-07-08 | -11.55% | +8.60% | -20.15% |
| 2026-06-01 | 2026-06-05 | -1.08% | +8.60% | -9.68% |
| 2026-05-01 | 2026-05-07 | -9.90% | +8.60% | -18.49% |
| 2026-04-01 | 2026-04-08 | +0.38% | +8.60% | -8.22% |
| 2026-03-02 | 2026-03-06 | +15.13% | +8.60% | +6.53% |
| 2026-02-02 | 2026-02-06 | -9.65% | +8.60% | -18.25% |
| 2026-01-02 | 2026-01-08 | +36.12% | +8.60% | +27.52% |
| +8.60% |
| -23.14% |
| -277.63% |
| 2021 | 12 | -7.66% | +8.60% | -16.26% | -195.12% |
| 2022 | 12 | +0.58% | +8.60% | -8.02% | -96.21% |
| 2023 | 12 | -2.85% | +8.60% | -11.45% | -137.39% |
| 2024 | 12 | -3.61% | +8.60% | -12.20% | -146.44% |
| 2025 | 12 | +7.07% | +8.60% | -1.53% | -18.32% |