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Capstone Trading

New Trading System Portfolio with 40 Algos on E-minis and Micros


20 E-mini S&P or Micro S&P

20 E-mini Nasdaq or Micro Nasdaq


40 strategies total.


This is a combination of the Micro 20 NQ and Stock Index Portfolio 27 setup.


For reference, the Stock Index Portfolio 27 Includes:

-19 E-mini S&P

-8 E-mini Nasdaq


Stock Index Portfolio 40 On E-mini S&P

- same as Stock Index Portfolio 27 with these changes

-changes After Hours ES 2.0 to After Hours ES 3.0

-adds Tick Fader On E-mini Nasdaq

-differences from Stock Index Portfolio 27

-Same 8 strategies as Stock Index Portfolio 27 except uses AT 2022 NQ instead of AT 2020 -Includes all 20 NQ strategies in Micro NQ 20 Portfolio with the following changes -use Cobra III NQ with Range Filter and 600 Stop Loss -Tick Pullback 2020 B - increase stop loss from 15 points to 100 points (did this on Feb 1 in Micro NQ 20) We continue to make rolling adjustments for volatility as we go through each strategy while monitoring market conditions. Good entry point for this setup based risk to worse case drawdown. The max drawdown going back 10 years is about 50K or 5k per micro since 2012 and and 40k or 4k per micro since July 1, 2016. The current volatility and index levels are most relevant since 1/1/2018.

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