Enter 4 sessions 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.
+63.95%
+14.78%
+49.16%
-13.98%
+496.54%
30%
3 of 10 years
-12.59%
17%
1 of 6 windows
-262.57%
-6.70%
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
+71.75%
Excess, summed
-61.30%
over holding RCAT the same length
Position now
In since Sep 24, 2026
exits at the open of Oct 5, 2026
| Entry | Exit | Return | Excess | |
|---|---|---|---|---|
| 2026-08-25 | 2026-09-03 | -5.02% | +14.78% | -19.80% |
| 2026-07-27 | 2026-08-05 | +13.96% | +14.78% |
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 | +2995.00% | +14.78% | +2980.22% | +5960.43% |
| 2017 | 4 | +50.50% | +14.78% | +35.72% | +142.88% |
| 2018 | 12 | -7.14% | +14.78% | -21.92% | -263.08% |
| 2019 | 12 | -1.42% | +14.78% | -16.21% | -194.48% |
| 2020 | 12 | +21.81% | +14.78% | +7.02% | +84.28% |
| 2021 | 12 | +0.22% | +14.78% | -14.57% | -174.81% |
| 2022 | 12 | +0.58% |
| -0.83% |
| 2026-06-24 | 2026-07-06 | +2.48% | +14.78% | -12.31% |
| 2026-05-22 | 2026-06-03 | +57.91% | +14.78% | +43.13% |
| 2026-04-24 | 2026-05-05 | -12.33% | +14.78% | -27.11% |
| 2026-03-25 | 2026-04-06 | -20.22% | +14.78% | -35.01% |
| 2026-02-23 | 2026-03-04 | +26.04% | +14.78% | +11.26% |
| 2026-01-26 | 2026-02-04 | -8.44% | +14.78% | -23.22% |
| 2025-12-24 | 2026-01-06 | +17.37% | +14.78% | +2.59% |
| +14.78% |
| -14.20% |
| -170.43% |
| 2023 | 12 | +1.72% | +14.78% | -13.07% | -156.79% |
| 2024 | 12 | +6.18% | +14.78% | -8.60% | -103.24% |
| 2025 | 11 | +0.30% | +14.78% | -14.49% | -159.34% |