Enter 1 session 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.
+78.51%
+8.60%
+69.91%
-7.67%
+660.96%
27%
3 of 11 years
-7.13%
0%
0 of 6 windows
-144.06%
+146.18%
11Trades
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
+91.39%
Excess, summed
+14.01%
over holding RCAT the same length
Position now
In since Sep 29, 2026
exits at the open of Oct 5, 2026
| Entry | Exit | Return | Excess | |
|---|---|---|---|---|
| 2026-08-28 | 2026-09-03 | -4.81% | +8.60% | -13.41% |
| 2026-07-30 | 2026-08-05 | +26.24% | +8.60% |
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 | +1522.50% | +8.60% | +1513.90% | +6055.61% |
| 2010 | 1 | +1895.00% | +8.60% | +1886.40% | +1886.40% |
| 2017 | 4 | +15.22% | +8.60% | +6.62% | +26.47% |
| 2018 | 12 | -3.60% | +8.60% | -12.20% | -146.41% |
| 2019 | 12 | +2.70% | +8.60% | -5.90% | -70.81% |
| 2020 | 12 | +5.38% | +8.60% | -3.22% | -38.60% |
| 2021 | 12 | -0.30% |
| +17.64% |
| 2026-06-29 | 2026-07-06 | +5.50% | +8.60% | -3.09% |
| 2026-05-28 | 2026-06-03 | +15.84% | +8.60% | +7.24% |
| 2026-04-29 | 2026-05-05 | -2.91% | +8.60% | -11.51% |
| 2026-03-30 | 2026-04-06 | -2.19% | +8.60% | -10.79% |
| 2026-02-26 | 2026-03-04 | +24.28% | +8.60% | +15.68% |
| 2026-01-29 | 2026-02-04 | -9.15% | +8.60% | -17.75% |
| 2025-12-30 | 2026-01-06 | +38.59% | +8.60% | +29.99% |
| +8.60% |
| -8.89% |
| -106.74% |
| 2022 | 12 | +1.10% | +8.60% | -7.50% | -89.98% |
| 2023 | 12 | +0.16% | +8.60% | -8.44% | -101.31% |
| 2024 | 12 | +2.71% | +8.60% | -5.89% | -70.71% |
| 2025 | 11 | +1.93% | +8.60% | -6.67% | -73.35% |