Enter 2 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.
+99.48%
+10.90%
+88.59%
-10.90%
+912.43%
20%
2 of 10 years
-9.31%
17%
1 of 6 windows
-207.28%
-1.21%
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
+103.87%
Excess, summed
+5.81%
over holding RCAT the same length
Position now
In since Sep 28, 2026
exits at the open of Oct 5, 2026
| Entry | Exit | Return | Excess | |
|---|---|---|---|---|
| 2026-08-27 | 2026-09-03 | -4.34% | +10.90% | -15.23% |
| 2026-07-29 | 2026-08-05 | +20.76% | +10.90% |
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 | +2470.00% | +10.90% | +2459.10% | +9836.42% |
| 2017 | 4 | +84.61% | +10.90% | +73.72% | +294.87% |
| 2018 | 12 | -4.49% | +10.90% | -15.39% | -184.65% |
| 2019 | 12 | +5.45% | +10.90% | -5.44% | -65.31% |
| 2020 | 12 | -2.72% | +10.90% | -13.61% | -163.35% |
| 2021 | 12 | -2.05% | +10.90% | -12.94% | -155.29% |
| 2022 | 12 | +2.07% |
| +9.86% |
| 2026-06-26 | 2026-07-06 | +15.90% | +10.90% | +5.01% |
| 2026-05-27 | 2026-06-03 | +40.20% | +10.90% | +29.30% |
| 2026-04-28 | 2026-05-05 | -3.76% | +10.90% | -14.65% |
| 2026-03-27 | 2026-04-06 | -7.57% | +10.90% | -18.47% |
| 2026-02-25 | 2026-03-04 | +16.47% | +10.90% | +5.57% |
| 2026-01-28 | 2026-02-04 | -7.00% | +10.90% | -17.89% |
| 2025-12-29 | 2026-01-06 | +33.21% | +10.90% | +22.31% |
| +10.90% |
| -8.83% |
| -105.94% |
| 2023 | 12 | +0.47% | +10.90% | -10.43% | -125.14% |
| 2024 | 12 | +1.44% | +10.90% | -9.46% | -113.53% |
| 2025 | 11 | +2.37% | +10.90% | -8.52% | -93.75% |