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Stock Index Portfolio 18 Backtest Performance Summaries

We trade the One Million MNS 128 live and report the results in our daily blog while also reporting the hypotheticals for the Stock Index Portfolio 18 in our daily blog.


The hypothetical performance summaries the Stock Index Portfolio 18 have been updated. We include two different types of hypothetical performance summaries.

1.) The Portfolio Calculator Performance Summary going back to 1/1/2008.

2.) The Multicharts Portfolio Trader Performance Summary going back to 1/1/2020.


The shorter Multicharts Portfolio Trader allows us to see the average trade profit in the most recent market environment. As index values increase both slippage as well as average trade profit can also increase. Trying to use average trade profits from years such as 2017 are not relevant based on the lower index values.


The results are for 1 contract per trading system. There are 18 strategies that are traded in this portfolio setup.

STOCK INDEX PORTFOLIO - 18 STRATEGIES

HYPOTHETICAL PERFORMANCE SUMMARY

01/01/2008 - 09/13/2024

*DEVELOPED AND RELEASED FOR LIVE TRADE ON JUNE 26, 2024

*CONTACT US FOR OUT OF SAMPLE RESULTS

MULTICHARTS PORTFOLIO TRADER

STOCK INDEX PORTFOLIO 18

HYPOTHETICAL PERFORMANCE SUMMARY

01/01/2020 - 09/13/2024

*DEVELOPED AND RELEASED FOR LIVE TRADE ON JUNE 26, 2024

*CONTACT US FOR OUT OF SAMPLE RESULTS





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 Capstone Trading Systems © 2025. All Rights Reserved.

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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.

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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.

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