top of page
Search

Portfolio Calculator Update through June 21, 2024



There are three main updates in this version of the Portfolio Calculator in addition to the data that has been updated through June 21, 2024.


1.) Stock Index Portfolio 18

2.) New Trading Systems Added

3.) Margin Calculation Update


The Stock Index Portfolio 18 that was released at the end of March has had a nice out of sample performance for the last three months. We make some minor adjustments going forward by adding shorts to V-Reversal COMB 24, removing VSD NQ, and adding Gap Continuation GC. Subscribers will receive this update and can continue to trade either version. Additionally, E-mini subscribers will have the option to add the new Lean Hogs Trender strategy. There is no micro contract for Lean Hogs.





We have added several new trading systems including three new Silver strategies, one new Crude Oil strategy, and the new Lean Hogs trend strategy.


The Margin Calculations have been updated for the latest margin requirements based on Tradestation margins. We have also added an input to use DayTrade Margins in the Margins tab of the spreadsheet. For some of the most recent trading system additions, margins had not been added. They have now been added with this update.


Overall, we have been in a low VIX period and margins have not changed much lately. Also, in a portfolio of trading systems, we don't typically see more than about 20-30% of the strategies active with a net position in each market at any given time (for larger portfolios). Setting DT Margins to 0 (in the Margins tab as shown in the video) and using the margin calculations as if every market has a total net position for the same number of strategies in each market is the most conservative approach. We have to consider higher volatility regimes going forward and how there are times when the brokers may remove day trade margins.




Comments

EXCLUSIVE MARKET AND STRATEGY UPDATES

 Capstone Trading Systems © 2025. 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