Enter 4 sessions before the month end, exit 4 sessions after it, every month
Every figure is gross, and compares each trade with holding RCAT for the same number of sessions.
+82.47%
+16.52%
+65.96%
-15.67%
+666.16%
30%
3 of 10 years
-13.92%
17%
1 of 6 windows
-281.17%
-7.53%
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
4 of 9 up
Return, summed
+24.89%
Excess, summed
-123.74%
over holding RCAT the same length
Position now
In since Sep 24, 2026
exits at the open of Oct 6, 2026
| Entry | Exit | Return | Excess | |
|---|---|---|---|---|
| 2026-08-25 | 2026-09-04 | -7.31% | +16.52% | -23.82% |
| 2026-07-27 | 2026-08-06 | +5.66% | +16.52% |
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 | +3890.00% | +16.52% | +3873.48% | +7746.97% |
| 2017 | 4 | +52.23% | +16.52% | +35.72% | +142.87% |
| 2018 | 12 | -3.54% | +16.52% | -20.05% | -240.61% |
| 2019 | 12 | -0.07% | +16.52% | -16.59% | -199.06% |
| 2020 | 12 | +18.76% | +16.52% | +2.25% | +26.95% |
| 2021 | 12 | +3.09% | +16.52% | -13.43% | -161.15% |
| 2022 | 12 | +0.67% |
| -10.86% |
| 2026-06-24 | 2026-07-07 | -0.99% | +16.52% | -17.51% |
| 2026-05-22 | 2026-06-04 | +50.55% | +16.52% | +34.03% |
| 2026-04-24 | 2026-05-06 | -17.74% | +16.52% | -34.26% |
| 2026-03-25 | 2026-04-07 | -20.59% | +16.52% | -37.11% |
| 2026-02-23 | 2026-03-05 | +22.79% | +16.52% | +6.27% |
| 2026-01-26 | 2026-02-05 | -24.74% | +16.52% | -41.25% |
| 2025-12-24 | 2026-01-07 | +17.26% | +16.52% | +0.75% |
| +16.52% |
| -15.85% |
| -190.16% |
| 2023 | 12 | +1.27% | +16.52% | -15.25% | -182.99% |
| 2024 | 12 | +5.67% | +16.52% | -10.85% | -130.19% |
| 2025 | 11 | +2.79% | +16.52% | -13.73% | -150.98% |