Systematic strategies for a brighter tomorrow
The same rule, every day.
RCR Capital is a quantitative investment firm. Our own machine-learning models study about 180 US-listed assets every trading session, and orders are executed at the closing auction of the exchange.
Method
No improvisation.
Discipline
Systematic management: the same rule, every day, with no improvisation.
Proprietary technology
Machine-learning models analyse the behaviour of about 180 US-listed assets every trading session.
Institutional execution
Orders are executed at the closing auction of the exchange.
Human in control
Automation under supervision: the partners set the operating mode, follow every submission and can stop orders from being sent at any moment.
Athena RCR · model results
The model, in numbers.
2026 to 2 Oct 2026
+39.07%
SPY +13.75%
Annualized return since 2017
+25.7%
SPY +15.3%
Annualized volatility since 2017
20.6%
SPY 18.1%
Largest drawdown since 2017
−18.8%
SPY −33.7%
Model results, not client account results. They show what the Athena RCR model portfolio returned over the period, and they are not a guarantee or a forecast of what any investor will earn.
Period: 30 Dec 2016 to 2 Oct 2026. Benchmark: SPY (SPDR S&P 500 ETF). How the figures are calculated
Athena RCR is the firm's flagship model. Every RCR strategy carries the name of a Greek god, always followed by RCR. Athena is the first.
Process
One day, five steps.
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Data
The day closes with official market data.
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Forecasts
Machine-learning models produce a forecast for each asset.
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Portfolio
The model portfolio is built from those forecasts, inside its risk limits.
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Execution
The decision goes to each account. Orders are executed at the closing auction.
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Control
Results are checked, reported the next day and kept under watch.
Request access.
Athena is available to funds, asset managers, family offices and advisers. Tell us who you are and a partner will reply.