Enter 2 sessions before the month end, exit 2 sessions after it, every month
Every figure is gross, and compares each trade with holding RCAT for the same number of sessions.
+61.43%
+8.60%
+52.83%
-8.60%
+544.19%
20%
2 of 10 years
-8.10%
17%
1 of 6 windows
-214.45%
-2.56%
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
10
5 of 10 up
Return, summed
+73.56%
Excess, summed
-12.42%
over holding RCAT the same length
Position now
None
| Entry | Exit | Return | Excess | |
|---|---|---|---|---|
| 2026-09-28 | 2026-10-02 | -0.61% | +8.60% | -9.20% |
| 2026-08-27 | 2026-09-02 | -11.04% | +8.60% | -19.64% |
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% |
| 2017 | 4 | +52.23% | +8.60% | +43.63% | +174.53% |
| 2018 | 12 | -4.38% | +8.60% | -12.98% | -155.79% |
| 2019 | 12 | +0.25% | +8.60% | -8.35% | -100.18% |
| 2020 | 12 | +4.50% | +8.60% | -4.09% | -49.14% |
| 2021 | 12 | -0.24% | +8.60% | -8.84% | -106.04% |
| 2022 | 12 | +3.38% |
| 2026-07-29 |
| 2026-08-04 |
| +16.01% |
| +8.60% |
| +7.41% |
| 2026-06-26 | 2026-07-02 | +21.22% | +8.60% | +12.62% |
| 2026-05-27 | 2026-06-02 | +46.05% | +8.60% | +37.45% |
| 2026-04-28 | 2026-05-04 | -3.23% | +8.60% | -11.83% |
| 2026-03-27 | 2026-04-02 | -16.29% | +8.60% | -24.88% |
| 2026-02-25 | 2026-03-03 | +12.69% | +8.60% | +4.09% |
| 2026-01-28 | 2026-02-03 | -9.05% | +8.60% | -17.65% |
| 2025-12-29 | 2026-01-05 | +17.81% | +8.60% | +9.21% |
| +8.60% |
| -5.22% |
| -62.59% |
| 2023 | 12 | +0.26% | +8.60% | -8.34% | -100.09% |
| 2024 | 12 | +1.55% | +8.60% | -7.05% | -84.56% |
| 2025 | 11 | -3.21% | +8.60% | -11.81% | -129.89% |