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RRCAT

LONG

Enter at the month end, exit 4 sessions after it, every month

Oct 30, 2026 (in 19 sessions)Next exit Nov 5, 2026 2025-12-31

Every figure is gross, and compares each trade with holding RCAT for the same number of sessions.

Summary

+119.31%

+8.60%

+110.71%

-8.06%

+968.69%

50%

6 of 12 years

-6.12%

17%

1 of 6 windows

-110.30%

+310.34%

12Trades

: 2026, out of sample

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

+36.64%

Excess, summed

-40.74%

over holding RCAT the same length

Position now

In since Sep 30, 2026

exits at the open of Oct 6, 2026

EntryExitReturnExcess
2026-08-312026-09-04-2.30%+8.60%-10.90%
2026-07-312026-08-06+8.01%+8.60%

Yearly excess with rolling 4-year average

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 mean excess per tradeRolling 4-year average, at the window's last year
-1000%0%+1000%+2000%+3000%+4000%20092010201120122013201420152016201720182019202020212022202320242025

Every year (12)

YearTradesReturnMean excessTotal excess
20094+1522.50%+8.60%+1513.90%+6055.61%
20101+1895.00%+8.60%+1886.40%+1886.40%
20121+3890.00%+8.60%+3881.40%+3881.40%
20174+53.63%+8.60%+45.04%+180.15%
201812+0.51%+8.60%-8.09%-97.04%
201912+17.60%+8.60%+9.00%+108.00%
202012+7.29%
105
8.8
First half +1221.28%
Second half -5.41%
Best year 2012 +3881.40%
2024 -9.72%
-0.59%
2026-06-302026-07-07-7.15%+8.60%-15.75%
2026-05-292026-06-04+1.03%+8.60%-7.57%
2026-04-302026-05-06-9.06%+8.60%-17.66%
2026-03-312026-04-07+8.05%+8.60%-0.54%
2026-02-272026-03-05+18.06%+8.60%+9.46%
2026-01-302026-02-05-19.36%+8.60%-27.96%
2025-12-312026-01-07+39.35%+8.60%+30.76%

Next trades

  1. Enter at the open of Oct 30, 2026, exit at the open of Nov 5, 2026
  2. Enter at the open of Nov 30, 2026, exit at the open of Dec 4, 2026
  3. Enter at the open of Dec 31, 2026, exit at the open of Jan 7, 2027
+8.60%
-1.31%
-15.68%
202112+1.91%+8.60%-6.69%-80.26%
202212+0.90%+8.60%-7.69%-92.33%
202312+0.96%+8.60%-7.64%-91.70%
202412-1.12%+8.60%-9.72%-116.66%
202511+9.18%+8.60%+0.58%+6.36%