1
Focused NQ Portfolios
For traders who want a simpler NQ-focused evaluation tier before moving into larger model portfolios.
Model Portfolio Comparison
Capstone Model Portfolios
Start with one of three portfolio tiers, then compare the individual model portfolios within each tier.
Capstone portfolios are organized by model count, market focus, methodology mix, and account-size assumptions. This page helps you compare structure before reviewing license details.
Start with the portfolio tier, then choose the specific portfolio product within that tier.
2–3
Focused NQ
Entry-level model portfolios with fewer systems and a tighter focus.
7
Core NQ
The main NQ diversification tier with a broader strategy mix.
18–25
Advanced Index
Higher-system-count portfolios for broader diversification and smoother behavior.
Illustrative Multi-Strategy Portfolio Behavior
Three portfolio tiers
Choose the tier first, then select the specific portfolio.
The page reduces the first decision to three tiers while keeping the five actual model portfolio products clear and separate.
2
Core NQ Portfolio
For traders who want the main NQ-focused diversification tier with a broader system blend.
3
Advanced Index Portfolios
For traders comparing larger stock-index futures portfolios with more systems and broader model exposure.
All Model Portfolios
Each portfolio receives a consistent role label so the hierarchy is easier to scan.
| Portfolio | Role | System Count | Visual Profile | Best Use Case |
|---|---|---|---|---|
| 2 System Portfolio NQ Focused NQ I View portfolio → | First evaluation tier | Focused first look at Capstone’s NQ portfolio framework. | ||
| 3 System Portfolio NQ Focused NQ II View portfolio → | Expanded focused tier | Slightly more signal diversity while remaining lower complexity. | ||
| 7 System Portfolio NQ Core NQ View portfolio → | Main NQ diversification tier | Central NQ model portfolio option with broader diversification. | ||
| 18 System Portfolio Advanced I View portfolio → | Advanced diversified tier | Larger stock-index futures model portfolio evaluation. | ||
| 25 System Portfolio Advanced II View portfolio → | Broadest model exposure | Broadest Capstone model portfolio exposure. |
Methodology Mix
The portfolio framework is designed to compare different strategy types rather than relying on one market behavior.
- Trend models
- Mean reversion
- Countertrend
- Other systematic filters
How Model Portfolios Are Evaluated
Capstone model portfolios are evaluated as portfolio products — not as isolated strategies. The goal is to understand how each portfolio behaves as a diversified trading program.
Average annual returnLong-term return behavior across market environments.
Maximum drawdownDepth and severity of historical equity declines.
Return / DrawdownEfficiency of return relative to drawdown risk.
Recovery behaviorHow quickly portfolios recover after drawdown periods.
Featured Portfolio Tiers
Grouped tiers are useful for decision-making, but you should still be able to choose the exact portfolio product.
Focused NQ Portfolios
Entry-level model portfolios with fewer systems and a tighter focus.
Core NQ Portfolio
The main NQ diversification tier with a broader strategy mix.
View 7 System Portfolio
Open portfolio page →
Advanced Index Portfolios
Higher-system-count portfolios for broader diversification and smoother behavior.
Who This Is For
- Traders comparing Capstone model portfolio options
- Users deciding between focused, core, and advanced portfolio tiers
- Traders evaluating diversification level and system count
- Users who want a portfolio-level view before choosing a product page
Before Choosing a Portfolio
- Start with the portfolio tier that matches your diversification goals
- Compare system count and portfolio role across products
- Review individual portfolio product pages for full details
- Consider account size, platform, and trading objectives
Portfolio FAQ
Answers about model portfolio licenses, diversification, capital requirements, research tools, and how multi-system bundles differ from individual trading systems.
What is a Capstone market portfolio?
A market portfolio is a pre-built combination of multiple rule-based trading systems—often across several markets and styles—designed to seek diversified, risk-adjusted behavior rather than relying on a single strategy or market regime.
How is a portfolio different from a single trading system?
A single system is one rule-based strategy for a specific market and timeframe. A portfolio combines multiple systems so that positions in different strategies can offset changing market regimes and reduce dependence on any one pattern.
What portfolio sizes does Capstone offer?
Capstone offers pre-built Nasdaq-focused model portfolios with 2, 3, 7, 18, and 25 systems. The comparison table and tier cards on this page show how those five portfolios relate to one another. Capstone also offers broader multi-market portfolios for stock index, metals, energy, and grains exposure.
Do I need to trade every system in a portfolio?
No. Portfolios are designed as complete setups, but you can select which systems you deploy based on your capital, risk tolerance, and platform capacity. The Portfolio Metrics Lab helps evaluate partial vs. full deployments before you trade.
Can I trade portfolios on my own?
Yes. Portfolio setups are delivered as strategy code you run on your side with your broker and platform. Many traders split accounts per system or per market while keeping the relative portfolio structure of the model license.
How much capital do I need for a portfolio?
Capital requirements depend on the portfolio, contract selection (E-mini vs. Micro), margin usage, and your risk settings. Account sizes from roughly $50K to $10M+ have been supported depending on the package and contract mix. Review each portfolio’s performance page and contact Capstone before subscribing if you are unsure.
Where can I see detailed portfolio performance?
Portfolio-level equity curves, drawdowns, Sharpe ratios, time-under-water, monthly returns, win rate, and profit factor are available in the Portfolio Metrics Lab and on individual portfolio product pages, along with trade-level analytics for each included system.
What is the Portfolio Metrics Lab?
The Portfolio Metrics Lab is Capstone’s interactive portfolio research tool. It lets you compare equity curves, drawdown depth, Sharpe ratios, time under water, and monthly return distributions across portfolios and custom combinations before committing capital.
Can I build a custom portfolio?
Yes. Use the Portfolio Metrics Lab or Portfolio Calculator to combine and test custom strategy mixes against your risk objectives. You can also license individual systems from the Trading Systems catalog and assemble your own multi-system setup.
What is All Strategy Access?
All Strategy Access is an annual software subscription providing access to Capstone’s full strategy library, portfolio workspaces, futures market groups, daily signal tracking, and Portfolio Calculator access. It is suited to traders who want broad research coverage rather than a single model portfolio license.
How do portfolio subscriptions work?
Model portfolios are licensed on a subscription basis (typically annual for E-mini or Micro contract tiers). After subscribing, you receive platform-ready code for TradeStation, NinjaTrader, or MultiCharts along with documentation and email support. You control broker selection, capital allocation, and risk settings for each strategy in the portfolio.
How do I get started with a portfolio?
Choose a tier on this page, open the portfolio product that fits your goals, and test combinations in the Portfolio Metrics Lab. After subscribing, you receive platform-ready code, deploy with your broker, and monitor results via your platform reports and Capstone’s Daily Strategy Signals blog.
Does Capstone manage accounts or execute trades for portfolio subscribers?
No. Capstone Trading Systems licenses software and research for self-directed traders. We do not manage customer accounts, execute trades for customers, or provide individualized investment advice. Optional broker-assisted auto trade services are available separately for traders who prefer a hands-off execution path.