As I do business planning towards the purchase of a theater down the road I have always though Rocky could be a sucess on a regular basis.
Our experience was that it started out HUGE! Eventually though, the novelty wore off. "Rocky Horror" worked best for us when the place was packed. Half of the fun is how the crowd feeds off itself. When that starts to die off, you can feel the difference.
In the 22 years we've been here, 3 companies have done "Rocky". Back when they were still around, even General Cinemas gave it a shot. In our county of 225,000, 2 months or so seems about the limit, given one or two shows on the weekend.
Anyhow, be pleased if it works in your area, but be prepared if it doesn't last too long.