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PORTFOLIO CALCULATOR

The Portfolio Calculator is a database of the trading systems developed by Capstone Trading Systems. The hypothetical results for all individual trading systems and historical portfolios are listed. This tool can be used to test "what-if" scenarios to see hypothetical results for any combination of existing trading system.

 

These strategies have been developed over 20+ years and include slippage and commission to account for transaction costs. Additional filters for FOMC Day and strategy characterizations (ex: trend, countertrend) can also be used to build portfolios of trading systems.

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PORTFOLIO CALCULATOR CUSTOMIZATIONS & TRAINING

The Portfolio Calculator is a Microsoft Excel tool that includes the hypothetical end of day profit and loss for all Trading Systems including slippage and commission. It can be used to determine the combined performance of individual trading systems on an end of day basis.

The Portfolio Calculator includes all of the Market Portfolios and Trading Systems and can also be used to customize portfolios by selecting groups of individual strategies to determine the performance including total net profit with the ability to assess potential risks including maximum historical drawdowns.

EXCLUSIVE MARKET AND STRATEGY UPDATES

 Capstone Trading Systems © 2025. All Rights Reserved.

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U.S. Government Required Disclaimer - Commodity Futures Trading Commission. Futures and options trading has large potential rewards, but also large potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures and options markets. Don't trade with money you can't afford to lose. This website is neither a solicitation nor an offer to Buy/Sell futures or options. No representation is being made that any account will or is likely to achieve profits or losses similar to those discussed on this website. The past performance of any trading system or methodology is not necessarily indicative of future results.

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CFTC RULE 4.41 - HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY, SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFIT OR LOSSES SIMILAR TO THOSE SHOWN.

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