Multi-Strategy Model Portfolios for Algorithmic Trading Programs

Build and evaluate systematic futures portfolios using rules-based models across trend, countertrend, and mean-reversion strategies. Capstone Trading Systems provides trading system software, research, and model portfolio subscriptions.

We do not manage customer accounts, execute trades for customers, or provide individualized investment advice.

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Rules-based models with diverse methodologies
Portfolio-level analytics for risk management
Software licenses for systematic trading programs

Combines non-correlated strategy types — illustrative historical model behavior.

Select your model portfolio license

Software, research, and model portfolio subscriptions for algorithmic trading programs.

2 System Model Portfolio Starter Two uncorrelated strategy systems. Ideal for getting started with systematic futures portfolios. View license details → 3 System Model Portfolio Lean Three diversified strategy systems across different market behaviors and time horizons. View license details → 7 System Model Portfolio Popular Our most balanced portfolio with seven complementary systems for diversification. View license details → 18 System Model Portfolio Advanced Eighteen systems across a wide spectrum of strategies and market conditions. View license details → 25 System Model Portfolio Flagship Our most comprehensive portfolio with twenty-five systems for maximum diversification. View license details →