Enter 2 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.
+138.63%
+13.06%
+125.57%
-13.21%
+1293.42%
20%
2 of 10 years
-11.00%
17%
1 of 6 windows
-233.41%
-1.90%
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
+56.26%
Excess, summed
-61.25%
over holding RCAT the same length
Position now
In since Sep 28, 2026
exits at the open of Oct 6, 2026
| Entry | Exit | Return | Excess | |
|---|---|---|---|---|
| 2026-08-27 | 2026-09-04 | -6.64% | +13.06% | -19.70% |
| 2026-07-29 | 2026-08-06 | +11.97% | +13.06% |
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 | +3442.50% | +13.06% | +3429.44% | +13717.77% |
| 2017 | 4 | +86.32% | +13.06% | +73.27% | +293.07% |
| 2018 | 12 | -1.29% | +13.06% | -14.35% | -172.15% |
| 2019 | 12 | +9.04% | +13.06% | -4.01% | -48.15% |
| 2020 | 12 | -2.99% | +13.06% | -16.05% | -192.59% |
| 2021 | 12 | +1.09% | +13.06% | -11.96% | -143.58% |
| 2022 | 12 | +2.21% |
| -1.09% |
| 2026-06-26 | 2026-07-07 | +11.98% | +13.06% | -1.07% |
| 2026-05-27 | 2026-06-04 | +33.66% | +13.06% | +20.60% |
| 2026-04-28 | 2026-05-06 | -9.69% | +13.06% | -22.75% |
| 2026-03-27 | 2026-04-07 | -8.00% | +13.06% | -21.06% |
| 2026-02-25 | 2026-03-05 | +13.46% | +13.06% | +0.40% |
| 2026-01-28 | 2026-02-05 | -23.56% | +13.06% | -36.61% |
| 2025-12-29 | 2026-01-07 | +33.09% | +13.06% | +20.03% |
| +13.06% |
| -10.85% |
| -130.18% |
| 2023 | 12 | +0.01% | +13.06% | -13.05% | -156.58% |
| 2024 | 12 | +0.97% | +13.06% | -12.09% | -145.07% |
| 2025 | 11 | +5.03% | +13.06% | -8.03% | -88.34% |