Enter 4 sessions before the month end, exit 2 sessions after it, every month
Every figure is gross, and compares each trade with holding RCAT for the same number of sessions.
+64.32%
+13.06%
+51.27%
-12.60%
+517.78%
30%
3 of 10 years
-11.89%
17%
1 of 6 windows
-279.58%
-5.56%
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
10
6 of 10 up
Return, summed
+46.11%
Excess, summed
-84.45%
over holding RCAT the same length
Position now
None
| Entry | Exit | Return | Excess | |
|---|---|---|---|---|
| 2026-09-24 | 2026-10-02 | +0.92% | +13.06% | -12.13% |
| 2026-08-25 | 2026-09-02 | -11.67% | +13.06% | -24.72% |
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 | +2995.00% | +13.06% | +2981.94% | +5963.89% |
| 2017 | 4 | +38.54% | +13.06% | +25.48% | +101.92% |
| 2018 | 12 | -6.83% | +13.06% | -19.88% | -238.60% |
| 2019 | 12 | -5.70% | +13.06% | -18.76% | -225.09% |
| 2020 | 12 | +34.77% | +13.06% | +21.71% | +260.58% |
| 2021 | 12 | +2.04% | +13.06% | -11.01% | -132.14% |
| 2022 | 12 | +1.84% |
| 2026-07-27 |
| 2026-08-04 |
| +9.48% |
| +13.06% |
| -3.58% |
| 2026-06-24 | 2026-07-02 | +7.18% | +13.06% | -5.88% |
| 2026-05-22 | 2026-06-02 | +64.51% | +13.06% | +51.45% |
| 2026-04-24 | 2026-05-04 | -11.85% | +13.06% | -24.91% |
| 2026-03-25 | 2026-04-02 | -27.74% | +13.06% | -40.80% |
| 2026-02-23 | 2026-03-03 | +21.95% | +13.06% | +8.90% |
| 2026-01-26 | 2026-02-03 | -10.46% | +13.06% | -23.51% |
| 2025-12-24 | 2026-01-05 | +3.80% | +13.06% | -9.26% |
| +13.06% |
| -11.21% |
| -134.54% |
| 2023 | 12 | +1.50% | +13.06% | -11.55% | -138.65% |
| 2024 | 12 | +6.34% | +13.06% | -6.71% | -80.57% |
| 2025 | 11 | -5.04% | +13.06% | -18.09% | -199.01% |