Mean Reversion
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Capstone by the numbers
25+ Years
Strategy Development Trading Systems & Portfolio Database
300+ Systems
Trend, Countertrend, and Mean Reversion
Multi-Market
Index, Metals, Energy, Crypto Currency, Grains, Softs
Multi-Time Frame
Day Trade - Session Trade - Swing Trade
developing diverse trading systems for global markets
Sharpe Ratio
Risk adjusted returns applying strategy diversity: multi-market, multi-timeframe, multi-strategy.
Multi-Strategy Futures Portfolios
Actively Managed Portfolio Setups
Capturing diversity and seeking risk adjusted returns combining Trend, CounterTrend, and Mean-Reversion algorithms into a single portfolio. Trading global futures markets and different asset classes over different timeframes to match your capital, risk tolerance, and trading rules.
Quantitative Strategies
Top Trading Systems
Fully Automated. Quantitative Trading.
Trend
Trend
PORTFOLIO CONSTRUCTION
Combine Trading Systems Into Portfolios
Merge multiple algorithmic strategies to create diversified portfolios with smoother equity curves, reduced drawdowns, and improved risk-adjusted returns.
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Smoother Equity Curves
Combining strategies reduces volatility and creates more consistent performance over time.
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Reduced Drawdowns
Diversification across strategies and markets helps limit maximum drawdown exposure.
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Better Risk-Adjusted Returns
Portfolios often achieve higher Sharpe ratios and improved risk metrics compared to individual systems.
V Reversal 2024 NQ
Gap Continuation 2020 NQ
Combined Equity & Drawdown
Two System Portfolio NQ
