Enter 3 sessions before 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.
+120.52%
+16.52%
+104.01%
-17.20%
+1060.87%
20%
2 of 10 years
-16.08%
17%
1 of 6 windows
-353.61%
+0.26%
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
+52.68%
Excess, summed
-95.96%
over holding RCAT the same length
Position now
In since Sep 25, 2026
exits at the open of Oct 7, 2026
| Entry | Exit | Return | Excess | |
|---|---|---|---|---|
| 2026-08-26 | 2026-09-08 | -5.90% | +16.52% | -22.41% |
| 2026-07-28 | 2026-08-07 | +12.49% | +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 | 3 | +3886.67% | +16.52% | +3870.15% | +11610.45% |
| 2017 | 4 | +146.85% | +16.52% | +130.34% | +521.35% |
| 2018 | 12 | -3.44% | +16.52% | -19.96% | -239.47% |
| 2019 | 12 | +9.97% | +16.52% | -6.54% | -78.51% |
| 2020 | 12 | +0.92% | +16.52% | -15.59% | -187.12% |
| 2021 | 12 | -5.02% | +16.52% | -21.54% | -258.46% |
| 2022 | 12 | -0.33% |
| -4.02% |
| 2026-06-25 | 2026-07-08 | -3.41% | +16.52% | -19.93% |
| 2026-05-26 | 2026-06-05 | +47.40% | +16.52% | +30.88% |
| 2026-04-27 | 2026-05-07 | -10.74% | +16.52% | -27.26% |
| 2026-03-26 | 2026-04-08 | -15.08% | +16.52% | -31.60% |
| 2026-02-24 | 2026-03-06 | +16.32% | +16.52% | -0.19% |
| 2026-01-27 | 2026-02-06 | -14.30% | +16.52% | -30.81% |
| 2025-12-26 | 2026-01-08 | +25.90% | +16.52% | +9.38% |
| +16.52% |
| -16.85% |
| -202.19% |
| 2023 | 12 | -0.47% | +16.52% | -16.98% | -203.77% |
| 2024 | 12 | -1.64% | +16.52% | -18.16% | -217.86% |
| 2025 | 11 | +4.17% | +16.52% | -12.34% | -135.74% |