June 2026 was an important month for several of our E-mini Nasdaq algorithmic trading portfolios.

In this update, we review the Nasdaq futures portfolio models that performed best during June, during Q2, and through the first half of 2026. We also look at which portfolios are making new equity peaks, which portfolios are in normal drawdown cycles, and which models may be offering drawdown entry alert opportunities.

At Capstone Trading Systems, we currently track five Nasdaq portfolio models:

• 2 System Portfolio
• 3 System Portfolio
• 7 System Portfolio
• 18 System Portfolio
• 25 System Portfolio

Each portfolio represents a different level of strategy diversification, capital requirement, and performance profile.

18 System Stock Index Portfolio: Strong Out-of-Sample Performance

The 18 System Stock Index Portfolio was released in May 2025, which means the 2026 results give us an important look at out-of-sample performance.

After a bumpy start in Q1, the portfolio rebounded strongly in Q2. April, May, and June all contributed to the recovery, and the portfolio reached new equity peaks during the quarter.

Through the end of June, the portfolio was up approximately $114,000 on the year. That puts it at roughly half of the previous year’s gains, while still operating in an out-of-sample period.

One of the most notable points from the quarter was the portfolio’s largest winning day: $59,855 on June 5, 2026.

Markets have expanded in volatility, and that expansion can be seen on both sides of the performance profile. Drawdown expanded slightly, but the upside also expanded, resulting in a new largest winning day for the quarter.

25 System Portfolio: Drawdown Entry Alert Setup

The 25 System Portfolio includes additional strategies and represents one of the more diversified Nasdaq portfolio models we track.

In June, the portfolio was up approximately $25,140 and finished the month with positive performance.

This portfolio is currently in what we consider a drawdown entry alert area. We track strategies and portfolios as cyclical models. They do not move in straight lines. They experience winning cycles, losing cycles, drawdown cycles, and recovery cycles.

For that reason, we often prefer to evaluate portfolios during drawdowns instead of only after they have already made new equity highs.

The 25 System Portfolio is currently offering one of those larger drawdown-cycle opportunities.

7 System Portfolio: Consistent 2026 Performance

The 7 System Portfolio has been one of the more consistent Nasdaq models so far in 2026.

Through the first six months of the year, it has produced five winning months and only one losing month.

The portfolio was up approximately $65,130 on the year and gained approximately $23,205 in June 2026. All three months in Q2 were positive, making this one of the strongest and most consistent portfolios in the current group.

This is a good example of why portfolio construction matters. A smaller set of strategies can sometimes produce a cleaner equity curve when the systems complement each other well.

3 System Portfolio: Strong June Led by Open Range

The 3 System Portfolio also had a strong June.

A large portion of the June gains came from the Open Range NQ strategy, which performed well during the month. The portfolio was up approximately $59,995 on the year, which is also roughly half of the previous year’s performance.

The 3 System Portfolio includes:

• V Reversal
• Gap Continuation 2020
• Open Range

This portfolio gives traders a more focused model than the 7, 18, or 25 system portfolios, while still offering more diversification than a simple two-strategy setup.

2 System Portfolio: Normal Drawdown Cycle

The 2 System Portfolio is a smaller, lower-diversity model with less capital required.

Unlike the larger portfolios, the 2 System Portfolio was down in June and down for Q2. However, this drawdown remains within its historical losing streak and drawdown cycle behavior.

The current drawdown is approximately $9,280, compared to a historical maximum drawdown of approximately $15,265.

This portfolio has been in similar cycles before. The models are tested back to 2017, and the current drawdown remains inside the range of normal historical behavior.

For traders who evaluate systems based on drawdown entry alerts, this is one of the portfolios currently worth watching.

Strategy Charts and Live Signals

The video also reviews the charts behind these portfolios.

The 2 System Portfolio workspace includes V Reversal and Gap Continuation. In the current market environment, V Reversal produced a long signal in a sideways market, while Gap Continuation had taken a long trade the previous day and was flat during the current session.

The 3 System Portfolio adds Open Range to V Reversal and Gap Continuation. Open Range recently produced a strong trade and continues to be one of the key contributors to the portfolio.

The 7 System Portfolio includes seven trading systems, with two active on the day reviewed.

The 18 System Portfolio includes eighteen different trading systems. Not every strategy trades every day. In the market environment reviewed, only a few signals appeared, including EVP, Open Range, and V Reversal.

The 25 System Portfolio is split across multiple workspaces, including a trend workspace and a countertrend/mean reversion workspace. On the first trading day of July, several signals appeared across the portfolio, including activity from Gap Continue and Reverse.

Portfolio Calculator and Model Portfolio Analytics

To review the latest portfolio analytics, visit:

capstonetradingsystems.com/pages/market-portfolios

From the homepage, select Model Portfolios.

There, you can review the different Nasdaq model portfolios, compare performance levels, evaluate drawdown cycles, and access the latest portfolio calculator.

The current model portfolio group includes:

• 2 System Portfolio
• 3 System Portfolio
• 7 System Portfolio
• 18 System Portfolio
• 25 System Portfolio

Each model provides a different balance of capital requirement, strategy diversification, drawdown behavior, and performance potential.

Final Thoughts

June 2026 was a strong month for several Nasdaq futures algorithmic trading portfolios.

The 18 System Portfolio reached new equity peaks during its out-of-sample period. The 7 System Portfolio continued its consistent 2026 performance. The 3 System Portfolio benefited from strong Open Range results. The 25 System Portfolio remains in a larger drawdown entry alert area, and the 2 System Portfolio is also in a normal drawdown cycle.

Markets continue to expand in volatility, and portfolio-level trading remains important. Rather than relying on a single trading system, we continue to evaluate strategy combinations, drawdown behavior, out-of-sample results, and the role each system plays inside a broader Nasdaq futures portfolio.