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Performance

Live account results and backtested strategy statistics, stated separately.
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Live account

Daily broker snapshots
Return since inception awaiting data
S&P 500 (SPY) benchmark, same dates
Excess vs SPY percentage points
Trading days snapshots recorded
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One funded Castle Capital account, valued from its broker's end-of-day snapshots. It is a single account, not a composite of all clients, and it is not audited. SPY return is measured over the same dates. Individual results vary with capital, entry date and strategy selection.

Backtested strategy statistics

Simulation · not client results
Annualized return +30.5% CAGR, 12-year simulation
Sortino ratio 1.34 downside-risk adjusted
Max drawdown -8.2% peak to trough
Trades 2,847 simulated fills

Simulated results produced with the benefit of hindsight. No client attained these figures, and they do not reflect the impact of material economic and market factors on live trading.

Important disclaimer & risk disclosure

Important disclaimer

Performance data represents backtested results with the benefit of hindsight. These numbers are not real trading results and past performance does not guarantee future results. All investments involve substantial risk of loss.

Important notice

All performance data shown represents backtested results calculated with the benefit of hindsight. These are not actual trading results and do not represent returns that any investor actually attained.

Inherent limitations

Backtested performance is developed with the benefit of hindsight and has inherent limitations. Unlike actual performance, backtested results do not represent actual trading and may not reflect the impact of material economic and market factors.

Suitability

Investment in any strategy involves substantial risk of loss and is not suitable for all investors. Past performance, whether actual or backtested, is not indicative of future results.

Run these strategies on your own brokerage account

Connect an Alpaca account, pick a strategy, and Castle Capital places the daily rebalancing orders. You keep custody of the assets.