September 2026 Nasdaq Trading System Portfolio Results
In this video, David Bean reviews the latest monthly results for the Capstone Trading Systems Nasdaq day-trading portfolios, including the 18 System, 7 System, 3 System, 2 System, and Diversified 57 (21 NQ Only) portfolios.
We also take a look inside the Capstone Portfolio Metrics Calculator to review monthly returns, annual results, drawdowns, daily performance, and how the portfolios have responded to the changing Nasdaq volatility environment.
September 2026 Nasdaq Portfolio Results
The September results discussed in the video include:
- 18 System Portfolio: +$20,500
- 7 System Portfolio: +$14,265
- 3 System Portfolio: +$7,520
- 2 System Portfolio: +$5,445
- Diversified 57 (21 NQ Only) Portfolio: +$41,000
18 System Portfolio: New Out-of-Sample Highs in Daily Results
The 18 System Portfolio was originally released in May 2025 and continues to be tracked out-of-sample.
During August and September, the portfolio recorded the two largest winning days in its history, surpassing the in-sample results, including a +$50,965 day in September.
This is an important part of tracking a systematic portfolio after its development period. Rather than looking only at the original historical backtest, we continue to monitor how the strategies behave as new market conditions develop in real time.
Nasdaq Compression, Breakouts, and Expanding Volatility
We also discuss an important characteristic of the current Nasdaq environment: extended periods of compressed price action and smaller losing days can be followed by much larger breakout sessions.
This type of market can be challenging for trend-based strategies during periods when price repeatedly fails to follow through. However, when the market finally breaks out of those compressed ranges, the resulting moves can be substantially larger.
As volatility increases, both sides of the portfolio's performance profile can expand. That means we can see:
- Larger daily profit-and-loss swings
- Expansion in dollar drawdowns
- Larger individual winning days
- More pronounced differences between trend and counter-trend strategies
This is one reason we track multiple strategies and portfolio configurations rather than focusing solely on the results of an individual trading system.
Diversified 57 Portfolio – 21 Nasdaq Strategies
The Diversified 57 Portfolio currently includes a subset of 21 Nasdaq strategies that we are tracking in this analysis.
This portfolio has produced strong recent months, including approximately:
- June: +$61,000
- August: +$47,000
- September: +$41,000
The broader strategy mix provides another perspective on the current market environment. While individual systems or smaller portfolios can experience extended sideways periods, greater strategy diversification can produce a different return and drawdown profile.
What Happens If We Remove Seven Trend Strategies?
In the next video, we'll take a closer look at the 18 System Portfolio and examine what happens when seven trend-based strategies are removed from the portfolio in a market environment like this.
This comparison will help illustrate the tradeoffs between diversification, trend exposure, drawdowns, and the ability to participate when the Nasdaq transitions from compressed price action into larger directional moves.
Explore the Capstone Portfolio Metrics Calculator
You can review portfolio statistics and performance metrics using the Capstone Portfolio Metrics Calculator:
View the Capstone Portfolio Metrics Calculator →
The calculator provides additional detail on monthly and annual results, drawdowns, daily performance, and other portfolio statistics.
Learn More About Capstone Trading Systems
Capstone Trading Systems focuses on systematic and algorithmic futures trading strategies, including trend, counter-trend, mean-reversion, gap continuation, open-range, and reversal-based approaches.
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Risk Disclosure: Past performance, hypothetical results, and simulated results are not necessarily indicative of future results. Futures trading involves substantial risk and is not suitable for every investor.