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Momentum Reversal NQ is the trading system of the month in April 2024. Portfolios of trading systems need strategies that will capture reversal moves. There are market regimes where similar markets become less correlated, market patterns become more divergent, and markets continue to reverse and generate mean reversion patterns intra-day. This regime remains strong since October 2023.

 

A trading system that can capture these types of moves will provide diversity to traditional trend and breakout strategies. 

In the month of April, the Momentum Reversal NQ trading system continues to capture reversal on the long and short side in our live trading. This is a strategy that is in our latest Market Portfolios and will trade the E-mini Nasdaq as well as the E-mini S&P.

FULLY AUTOMATED TRADING

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SR COUNTERTREND GOLD
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VSD LONG SHORT NQ

Our Market Strategies are fully automated trading systems that provide a logical and data driven trading methodology that is based on quantifiable market research. Trading strategies are developed and implemented based on market conditions using our approach.

 

“Observe. Code. Test. Trade.”

​Market observations are coded into a trading algorithm so that “what if” market scenarios can be backtested and then fully automated for trading once it meets our test criteria for an individual strategy. Many individual trading systems can be placed into a Market Portfolio if it matches our portfolio selection criteria.

Survivorship of strategies that have been developed historically with minimal degrees of freedom help prevent curve fitting and over optimization which are critical factors in the strategy development process.

In Sun Zsu’s Art of War, “Every battle is won or lost before it is even fought” is the mindset and framework for trading the markets with a strategy and realistic set of expectations with risk management.

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MARKET PORTFOLIOS

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The Capstone Trading Systems Market Portfolios are developed by combining different automated trading systems that use different trading methods in order to seek risk adjusted returns through diversity. Combining trading systems that trade trend, counter trend, and mean reversion patterns on different timeframes and frequencies provide us with opportunities to profit in every type of market environment.

Experience in the markets and understanding each systems response to certain market conditions will allow for a determination of which systems will work best in current market environments.

The adaptability of our trading systems to adjust to markets that are continuously evolving and changing is critical in the next generation of our market portfolios. Our market portfolios are actively managed and adjusted as new opportunities are revealed in the market and new insights are learned from data analysis and pattern recognition.

We offer multiple automated trading system portfolios for different levels of capitalization. The portfolios are available in the Tradestation and MultiCharts platforms and can be traded at many different brokerage firms that support these platforms.

CAPSTONE TRADING SYSTEMS

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Capstone Trading Systems is a trading systems developer and market researcher specializing in the development of software that generates fully automated trading system signals. Market strategies are developed based on proprietary market research with over 25 years of research and development experience.

Market Portfolios are built by combining groups of diverse trading systems based on the current market environment and the latest technical and fundamental factors. Short term quantitative trading strategies provide diversity to traditional investments for active traders and alternative asset managers seeking alpha and managing risk in the financial markets.

Capstone Trading Systems offers software subscriptions for our trading systems and market portfolios that can be used at the subscriber’s discretion when trading their own brokerage account.

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