Enter 3 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.
+61.64%
+10.90%
+50.74%
-10.90%
+517.58%
30%
3 of 10 years
-11.14%
17%
1 of 6 windows
-289.59%
-5.10%
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
5 of 10 up
Return, summed
+59.62%
Excess, summed
-49.34%
over holding RCAT the same length
Position now
None
| Entry | Exit | Return | Excess | |
|---|---|---|---|---|
| 2026-09-25 | 2026-10-02 | -4.24% | +10.90% | -15.14% |
| 2026-08-26 | 2026-09-02 | -9.85% | +10.90% | -20.75% |
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 | +1996.67% | +10.90% | +1985.77% | +5957.31% |
| 2017 | 4 | +41.67% | +10.90% | +30.77% | +123.08% |
| 2018 | 12 | -9.14% | +10.90% | -20.04% | -240.46% |
| 2019 | 12 | +1.29% | +10.90% | -9.60% | -115.21% |
| 2020 | 12 | +20.81% | +10.90% | +9.91% | +118.93% |
| 2021 | 12 | -1.46% | +10.90% | -12.36% | -148.29% |
| 2022 | 12 | +0.45% |
| 2026-07-28 |
| 2026-08-04 |
| +13.02% |
| +10.90% |
| +2.12% |
| 2026-06-25 | 2026-07-02 | +11.94% | +10.90% | +1.05% |
| 2026-05-26 | 2026-06-02 | +55.78% | +10.90% | +44.88% |
| 2026-04-27 | 2026-05-04 | -5.54% | +10.90% | -16.44% |
| 2026-03-26 | 2026-04-02 | -24.78% | +10.90% | -35.67% |
| 2026-02-24 | 2026-03-03 | +16.32% | +10.90% | +5.43% |
| 2026-01-27 | 2026-02-03 | -0.21% | +10.90% | -11.11% |
| 2025-12-26 | 2026-01-05 | +7.17% | +10.90% | -3.72% |
| +10.90% |
| -10.45% |
| -125.35% |
| 2023 | 12 | +2.18% | +10.90% | -8.72% | -104.61% |
| 2024 | 12 | +0.58% | +10.90% | -10.31% | -123.75% |
| 2025 | 11 | -4.18% | +10.90% | -15.08% | -165.84% |