top of page

ONE MILLION MNS PORTFOLIO

The One Million Dollar MNS Portfolio includes 130 trading systems. The focus is traditional and longer-term count trend trading systems. There are 35 E-mini S&P, 33 E-mini Nasdaq, 16 Gold, 12 Silver, 4 Copper, 13 Crude Oil, 5 Natural Gas,  2 30 Year Bonds, 1Euro Currency, 3 Soybeans, 5 Coffee, and 1 Lean Hog strategies in this portfolio. 

​

There are 90 countertrend strategies and 40 trend strategies. There are 16 swing strategies, 7 session-based strategies, and 107 day trade strategies. This is an active but low frequency trading portfolio. The portfolio includes a diverse set of methodologies and diverse set of trade durations. 

HYPOTHETICAL PORTFOLIO PERFORMANCE STATISTICS
130 Strategy Portfolio Calculator Results

*includes $25 round turn slippage and commission
*one contract traded

Market Allocation and Attribution for 130 Strategy Quant Portfolio
Methodology Attribution and Allocation for 130 Strategy Portfolio
Trade Duration Attribution for 130 Strategy Portfolio

ONE MILLION DOLLAR MNS PORTFOLIO - 130 STRATEGIES
HYPOTHETICAL PERFORMANCE SUMMARY
01/01/2008 - 07/12/2024
DEVELOPED AND RELEASED ON JULY 1, 2024
*CONTACT US FOR LATEST OUT OF SAMPLE RESULTS

EXCLUSIVE MARKET AND STRATEGY UPDATES

 Capstone Trading Systems © 2024. All Rights Reserved.

​

U.S. Government Required Disclaimer - Commodity Futures Trading Commission. Futures and options trading has large potential rewards, but also large potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures and options markets. Don't trade with money you can't afford to lose. This website is neither a solicitation nor an offer to Buy/Sell futures or options. No representation is being made that any account will or is likely to achieve profits or losses similar to those discussed on this website. The past performance of any trading system or methodology is not necessarily indicative of future results.

​

CFTC RULE 4.41 - HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY, SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFIT OR LOSSES SIMILAR TO THOSE SHOWN.

bottom of page