Diversification by design
Multi-strategy portfolios implementing different entry and exit methodologies to capture opportunities in dynamic market regimes.
Capstone Trading Systems · Portfolios
Systematic Nasdaq Portfolios
built for automated trading.
Algorithmic trading system portfolios combining different entry and exit methodologies for short term active traders.
- Rules-based
- Fully automated
- Multiple portfolios
- E-mini & Micro
Track the performance records
Select a portfolio based on equity curve, drawdown, periodical returns, and performance metrics.
- Combined equity and max drawdown
- Periodical returns
- Performance metrics
Select a portfolio, create a complimentary account. License a portfolio that matches your performance and risk objectives.
Runs on platforms traders already use
- TradeStation
- MultiCharts
- NinjaTrader
- Auto Trade option
- On every portfolio
- Equity curve
- Risk
- Drawdown
- By period
- Returns
- History
- Trade list
- Components
- System list
- Design
- Method mix
Hypothetical results are published on each portfolio page. Not a guarantee of future performance. Review portfolio performance
Portfolio construction
Multi-strategy models and methodology mix
Component systems combine into one portfolio curve. The methodology mix differs by portfolio and keeps exposure across trend, countertrend, and mean reversion.
Multi-strategy portfolio models
Hypothetical
Illustrative multi-strategy model behavior - not a live account.
What's inside a license
- A researched set of systems on Nasdaq index futures (E-mini & Micro scalable)
- Multiple methodologies blended to reduce single-pattern dependency
- Rules-based automation you install and run on your platform
- Research & reporting — equity, drawdown, and trade analytics for that portfolio
The portfolio thesis
Data-Driven Probabilities.
Independent Edges.
Capstone model portfolios are developed to combine uncorrelated trading algorithms to reduce pairwise correlations, maximize risk adjusted returns, reduce volatility in the equity curve, and maximize average trading profits to absorb the impact of transaction costs in noisy markets.
Probability over prediction
Strategies with different probabilities and diverse expectations taking long and short trades. No discretionary forecasts. 100% systematic.
Quantify and manage risk
Portfolio-level equity and drawdown analysis provide a specific evaluation of historical behavior before committing capital.
Short Term Trading
Limiting overnight exposure with day trade portfolios. Trading liquid markets to dynamically adjust long-short positions.
What you can license
Nasdaq model portfolios.
Focused sets through the larger ensembles. Open any portfolio for its own performance record.
How it works
Research license install automate
A clear path from portfolio research to running fully automated trading system portfolios in your own brokerage account.
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Review the research
Create a free account, confirm your email, and review the equity curve, drawdown, methodology, and risk disclosures.
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Make your portfolio selection
Choose a model portfolio. The lineup runs from focused sets to the larger ensembles.
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Install the software on your platform
Receive platform-ready code for TradeStation, MultiCharts, or NinjaTrader or choose a hands free approach and let a Registered Auto Trade Broker manage it for you.
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Automate in your account
Turn on the software automation in your platform or request your Auto Trade Broker to begin. Capstone does not hold custody of funds or manage accounts.
Platforms & Auto Trade
Run Capstone where you already trade
Platform-ready code for TradeStation, MultiCharts, and NinjaTrader 8 - plus an Auto Trade path if you prefer broker-assisted automation.
Platform
TradeStation
EasyLanguage / PowerLanguage delivery for Capstone systems and model portfolios on TradeStation.
TradeStation details
Clarity
What we are. What we're not.
We are
- A software & research company for systematic futures traders
- Licensor of rules-based systems and model portfolios
- Builders of portfolio research tools like Portfolio Metrics Lab
We are not
- A hedge fund, CTA, or account manager
- A broker - you keep custody at your brokerage
- A guarantee of profits or "set and forget forever" marketing
FAQ
Frequently Asked Questions for Traders
Do you manage my account or hold my funds?
No. Capstone licenses trading system software and research. You run the systems in your own brokerage account. We do not manage accounts, execute trades for customers, or take custody of capital.
Are the performance numbers real trading results?
Statistics on this page are hypothetical or simulated based on historical data. They have limitations, do not represent actual trading, and are not a guarantee of future performance. Subscribers can use discretion on when to start, stop, and position sizing. Optimization of each individual strategy is also possible. Making adjustments beyond the research can generate very different results.
Always review the full product disclosures.
Why a portfolio of systems instead of one?
A portfolio can be updated when new research changes the system count. Portfolios are developed to maximize the return over drawdown, minimize pairwise correlations between strategies by using a diverse set of entries and exits, and to give the best out-of-sample opportunity based on the history of the strategies in that portfolio. Maximizing average trade profit while balancing volatility in the equity curve is also a key consideration.
Can I start with a smaller portfolio?
Yes. Capstone offers fractional portfolios including the 2, 3, 7, and 11 System Portfolio NQ models using the same research, plus the 21 System Portfolio NQ 2026 lineup. The Flagship portfolio offers the best diversification relative to risk adjusted returns and average trade profit. The fractional portfolios are developed to offer lower capital requirements and trade some of the top single strategy combinations in a portfolio.
What platforms are supported?
Flagship portfolio licenses are available for TradeStation, MultiCharts, and NinjaTrader. Auto Trade for subscribers who would like strategies or portfolios fully automated are available through a registered broker.
Still have a question? Contact us