top of page
Search

Strongest Trading Week of the Year and Portfolio Calculator Update


We go over our trading week with a nice four day winning streak in the Stock Index Portfolio 40. We are focused on the Stock Index Portfolio 40.


We started this live on February 4, and it has taken the portfolios into positive territory on the month.


This setup tests well in the current market of 2020-2022 so far. I always prefer to trade what is working now and what has worked in the past.


Volatility was AMPed to the extreme this year.


Cobra III NQ with a $2000 stop loss is actually at equity peaks. The $600 stop loss version has had 15 losers in the last 16 trades.


If you trade it on the micros, you should use a $200 per micro stop loss or the range filter. To keep the risk the same as the previous E-mini setup, trading 3 micro NQ's with a $200 stop loss per contract would give you the same risk in 2022 as 1 E-mini in 2021 based on dollars risked per trade. Dollar volatility has basically multiplied by 3 based on Cobra III setup. This means you should trade 1/3 the size or multiply your account by 3 and increase your stops.


We also go over the CVIX indicator. It has been added to the Portfolio Calculator but it isn't fully tested yet!

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