Mean Reversion
Algorithmic Trading Systems & Market Research
Quantitative Futures Trading Systems for Serious Traders
Algorithmic strategies, complete transparency, and institutional-style reporting for futures traders, prop firms, and quant-minded investors.
- Rules-based algorithms for index, metals, energy, crypto futures
- Fully automated logic, diverse parameters, and performance reports
- Portfolio tools to combine algorithms into diversified models
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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.
Portfolio Metrics Lab
Quantify Risk and Return across Portfolios
Explore historical equity curves, drawdowns, Sharpe ratios, and time under water for every Capstone portfolio. Compare risk-adjusted returns before you subscribe.
- Review equity, drawdown, and recovery profiles for each portfolio.
- Compare Sharpe ratios and risk-adjusted returns side by side.
- Filter by market, methodology, or session to align with your objectives.
Results are hypothetical and have limitations. Past performance is not necessarily indicative of future results.
Top Trading Systems
Fully Automated. Quantitative Trading.
Trend
Gap Continuation 2020 NQ
Select Algorithm
CounterTrend
SI SRCT Active 2024 Big SL
Select AlgorithmPORTFOLIO 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.
V Reversal 2024 NQ
Gap Continuation 2020 NQ
Combined Equity & Drawdown Curves
Two System Portfolio NQ
Smoother Equity Curves
Combining strategies reduces volatility and creates more consistent performance over time.
Reduced Drawdowns
Diversification across strategies and markets helps limit maximum drawdown exposure.
Better Risk-Adjusted Returns
Portfolios often achieve higher Sharpe ratios and improved risk metrics compared to individual systems.
STRATEGY & MARKET UPDATES
CAPSTONE TRADING Trade Blog
Dive into strategy and market updates, strategy and portfolio deep-dives, and daily trading system signals from CAPSTONE TRADING.
May 13, 2026
Gap and Go Strategy Open Code Added to Members Area
Using confirmations with trading system signals is typically the better longer term approach. Lately, anything that c...
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May 12, 2026
Algo Coding Hack: Testing Day-of-Week Filters in a Trading System
In this video we discuss the cycle of day trade mean reversion and long term buy and hold and the difference in retur...
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May 11, 2026
Short Selling the Nasdaq for 500 Points with VIX Divergences EasyLanguage Setup
The rally since March 31 has been one of the strongest straight-line advances in market history over a 29...
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May 08, 2026
Trading Dot Com Price Action Long and Short and Nasdaq 50,000
Markets like this create a difficult problem for systematic traders. The Nasdaq keeps pushing higher, AI stocks conti...
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May 08, 2026
Three Copper Strategies from Gold and Silver
Copper may not receive the same attention as Gold or Silver, but it remains one of the most important industrial comm...
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May 07, 2026
How Strong is the Stock Market Rally Historically? Exceeding Dot Com?
Many of our strategies are mean reversion strategies such as V-Reversal. Extremely straight up or straight down moves...
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