ALGORITHMIC TRADING SYSTEM PORTFOLIOS

System portfolios designed for diversified futures traders.

Capstone Trading Systems builds multi-strategy portfolios that combine rules-based strategies across index, metals, energy, currency, and grain futures. Each portfolio is engineered to improve diversification, smooth equity curves, and manage drawdowns.

Strategies 300+ system library

Markets Index · Metals · Energy · FX · Grains

Methodology Trend · CounterTrend · Mean Reversion

Model portfolio setups.

Below are sample portfolio constructs commonly used by Capstone clients. Each setup combines multiple systems across markets and timeframes. Detailed portfolio performance analytics are available in the Portfolio Metrics Lab and in individual portfolio pages.

Institutional Algo Portfolio

Multi-market · Multi-strategy · Designed for higher capital accounts

Markets: Stock index, Gold, Silver, Crude Oil, Grains.
Style mix: Trend, CounterTrend, Mean Reversion across intraday & swing horizons.
Profile: Broadest diversification, higher system count, designed for institutional-style portfolios.

View institutional portfolio details

Stock Index Portfolio

Nasdaq & S&P focused · Daytrade & session strategies

Markets: E-mini / micro Nasdaq and S&P.
Style mix: Intraday trend-following gaps, mean-reversion fades, and time-of-day session trades.
Profile: Concentrated exposure for traders focused primarily on U.S. stock index futures.

Explore stock index portfolios

Two System Portfolio NQ

Nasdaq-focused · Two-system algorithmic portfolio

Markets: E-mini Nasdaq (NQ).
Style mix: Disciplined reversal logic, tight risk controls, no averaging into losers.
Profile: Professional-grade algorithm with fully disclosed rules, robust validation, and institutional-style reporting.

View Two System Portfolio NQ

Seven System Portfolio NQ

Nasdaq-focused · Seven-system algorithmic portfolio

Markets: E-mini Nasdaq (NQ).
Style mix: Seven rules-based systems: trend, countertrend, and mean reversion across intraday timeframes.
Profile: Higher diversification within a single market; designed for traders who want multiple NQ edges in one portfolio.

View Seven System Portfolio NQ

Portfolio comparison

Feature	Institutional Algo Portfolio	Stock Index Portfolio	Two System Portfolio NQ	Seven System Portfolio NQ
Markets	Stock index, Gold, Silver, Crude Oil, Grains	E-mini / micro Nasdaq and S&P	E-mini Nasdaq (NQ)	E-mini Nasdaq (NQ)
Style mix	Trend, CounterTrend, Mean Reversion across intraday & swing	Intraday trend-following gaps, mean-reversion fades, session trades	Disciplined reversal logic, tight risk controls	Trend, countertrend, mean reversion across intraday timeframes
Profile	Broadest diversification, higher system count, institutional-style	Concentrated U.S. stock index futures	Professional-grade, fully disclosed rules, institutional-style reporting	Multiple NQ edges in one portfolio; single-market diversification
System count	Multi-market, many systems	Multiple systems	2 systems	7 systems

Allocation breakdown

Sample portfolio diversity across markets, entry methodology, and trade duration.

Market Allocation

Entry Methodology Allocation

Trade Duration Allocation

Principles behind our trading system portfolios.

Building portfolios of trading systems is different than picking one "best" strategy. We focus on combining uncorrelated edges across markets, timeframes, and styles—so that the combined equity curve is more robust than any single system.

Combining ugly equity curves

Individual strategies can have sharp swings and deep drawdowns. By mixing different edges, we aim to smooth volatility and reduce time spent below equity peaks.

Managing drawdowns, not avoiding them

Every portfolio will experience drawdowns. We design portfolios with clear expectations for worst-case depth, duration, and recovery time based on robust historical testing.

Modular, multi-market design

Portfolios are built from modules: stock index, metals, energy, and grains. Each module blends Trend, CounterTrend, and Mean Reversion systems so you can scale exposure by market and account size.

How portfolio subscriptions work.

Select a portfolio

Choose the portfolio that matches your risk profile, preferred markets, and account size.

Subscribe & receive code

Receive platform-ready code for TradeStation, NinjaTrader, or MultiCharts along with documentation.

Deploy with your broker

You control broker selection, capital allocation, and risk settings for each strategy in the portfolio.

Monitor & review

Track portfolio performance using the Portfolio Metrics Lab and your platform reports, and adjust as needed.

Test portfolios before you trade them.

Use the Portfolio Metrics Lab to compare equity curves, drawdowns, Sharpe ratios, and time under water for each portfolio. When you're comfortable with a setup, you can subscribe directly from Capstone Trading Systems.

Launch Portfolio Metrics Lab Talk with Capstone Trading Systems

Portfolio FAQ.

How is a portfolio different from a single trading system?

A single system is one rule-based strategy for a specific market and timeframe. A portfolio combines multiple systems—often across several markets and styles—so that positions in different systems help smooth changing market regimes.

Do I need to trade every system in a portfolio?

No. Portfolios are designed as complete setups, but you can select which systems you deploy based on your capital, risk tolerance, and platform preferences. The Portfolio Metrics Lab can help you evaluate different configurations before trading.

Can I trade portfolios on my own?

Yes. Portfolio setups are delivered as strategy code you run on your side. Many traders also split accounts per system or per market so they can scale exposure over time while keeping the relative portfolio structure similar to model portfolios.

Where can I see detailed performance statistics?

Portfolio-level equity curves, drawdowns, Sharpe ratios, and time-under-water analytics are available in the Portfolio Metrics Lab, along with detailed trade lists and performance on individual strategy pages.