top of page
Search

Automation Mode = OFF

Automation Mode = OFF today. Going forward, the general recommendation will be Automation Mode = OFF when CVIX > 1.0 on the previous day. The average 5 minute range is around 75 pre-market versus a more median level of 20. Additionally, we see daytrade margins are not available at Tradestation. While we don't depend on those, we have noticed that when day trade margins are not available, the market is more challenging to trade.


This CVIX filter is in the Portfolio Calculator which has been updated through April 9, 2025. I am working on a web- based version of the Portfolio Calculator that will be updated more frequently/daily. The screenshot below highlights the settings for this. Yesterday CVIX hit its highest level of 2.89. CVIX is the Capstone VIX proprietary indicator that measures the intra-day turning points in relation to the VIX.


Stock Index Portfolio 11 with CVIX Filter On and < 1.0


Comments

EXCLUSIVE MARKET AND STRATEGY UPDATES

 Capstone Trading Systems © 2025. All Rights Reserved.

​

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.

​

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.

bottom of page