Capstone Trading Systems · Flagship

Systematic Nasdaq Portfolios
built for automated trading.

The 18 System Portfolio NQ packages trend, countertrend, and mean reversion into one researched license — for TradeStation, MultiCharts, or NinjaTrader.

  • Rules-based
  • Fully automated
  • 18 algorithms
  • E-mini & Micro

Download Performance Report · Includes Strategy & Market Research Updates · Unsubscribe Anytime

Review Portfolio Structure Portfolio Analytics
Runs on platforms traders already use
  • TradeStation
  • MultiCharts
  • NinjaTrader
  • Auto Trade option
Net profit
$2.73M
Max drawdown
$61,345
Sharpe (ann.)
3.25
Profit factor
1.24
Win rate
47.1%
Total trades
23,969

Hypothetical / simulated results for research only. Not a guarantee of future performance. Review full performance →

What is the 18 System Portfolio?

A multi-strategy Nasdaq futures portfolio

Eighteen short-term systems packaged as one license, with portfolio-level reporting and platform-ready code. Built for traders who want diversified rules-based exposure on Nasdaq futures.

What’s inside the license

  • 18 systems on Nasdaq index futures (E-mini & Micro scalable)
  • Multiple methodologies blended to reduce single-pattern dependency
  • Rules-based automation you install and run on your platform
  • Research & reporting — equity, drawdown, and trade analytics
View license & subscribe

The portfolio thesis

Data-Driven Probabilities.
Independent Edges.

Capstone model portfolios are developed to combine uncorrelated trading algorithms to reduce pairwise correlations, maximize risk adjusted returns, reduce volatility in the equity curve, and maximize average trading profits to absorb the impact of transaction costs in noisy markets.

01

Diversification by design

Multi-strategy portfolios implementing different entry and exit methodologies to capture opportunities in dynamic market regimes.

02

Probability over prediction

Strategies with different probabilities and diverse expectations taking long and short trades. No discretionary forecasts. 100% systematic.

03

Quantify and manage risk

Portfolio-level equity and drawdown analysis provide a specific evaluation of historical behavior before committing capital.

04

Short Term Trading

Limiting overnight exposure with day trade portfolios. Trading liquid markets to dynamically adjust long-short positions.

What you can license

Flagship and Fractional Nasdaq Portfolios.

Start with a fractional portfolio or license the full 18-system flagship portfolio.

2 Focused 2 of 18 Select → 3 Focused+ 3 of 18 Select → 7 Core 7 of 18 Select → 18 Flagship 18 of 18 Select →
Compare model portfolios Browse individual systems →

How it works

Research → license → install → automate

A clear path from portfolio research to running fully automated trading system portfolios in your own brokerage account.

  1. Review the research

    Download the report and review the analytics, hypothetical performance, methodology, and risk disclosures.

  2. Make your portfolio selection

    License the 18 System Flagship Portfolio NQ or select one of the Fractional 2, 3, or 7 System Portfolios.

  3. Install the software on your platform

    Receive platform-ready code for TradeStation, MultiCharts, or NinjaTrader or choose a hands free approach and let a Registered Auto Trade Broker manage it for you.

  4. Automate in your account

    Turn on the software automation in your platform or request your Auto Trade Broker to begin. Capstone does not hold custody of funds or manage accounts.

Clarity

What we are. What we’re not.

We are

  • A software & research company for systematic futures traders
  • Licensor of rules-based systems and model portfolios
  • Builders of portfolio research tools like Portfolio Metrics Lab

We are not

  • A hedge fund, CTA, or account manager
  • A broker — you keep custody at your brokerage
  • A guarantee of profits or “set and forget forever” marketing

FAQ

Frequently Asked Questions for Traders

Do you manage my account or hold my funds?

No. Capstone licenses trading system software and research. You run the systems in your own brokerage account. We do not manage accounts, execute trades for customers, or take custody of capital.

Are the performance numbers real trading results?

Statistics on this page are hypothetical or simulated based on historical data. They have limitations, do not represent actual trading, and are not a guarantee of future performance. Subscribers can use discretion on when to start, stop, and position sizing. Optimization of each individual strategy is also possible. Making adjustments beyond the research can generate very different results.

Always review the full product disclosures.

Why eighteen systems instead of one?

The portfolio can be updated in the future when there is new information based on data driven research and probabilities that could increase or decrease the number of trading systems. Portfolios are developed to maximize the return over drawdown, minimize pairwise correlations between strategies by using a diverse set of entries and exits, and to give us the best out of sample opportunity based on the history of strategies in the portfolio. Maximizing average trade profit while balancing volatility in the equity curve is also a key consideration.

Can I start smaller than 18 systems?

Yes. Capstone offers more fractional portfolios including the 2, 3, and 7 System Portfolio NQ models using the same research. The Flagship portfolio offers the best diversification relative to risk adjusted returns and average trade profit. The fractional portfolios are developed to offer lower capital requirements and trade some of the top single strategy combinations in a portfolio.

What platforms are supported?

Flagship portfolio licenses are available for TradeStation, MultiCharts, and NinjaTrader. Auto Trade for subscribers who would like strategies or portfolios fully automated are available through a registered broker.

Still have a question? Contact us