Trading System Signals on 04/02/2025

This week, we have seen three days in a row of a determined bid in the stock indexes with big pullbacks intra-day the last two days. The day session range (9:30 am EST to 4:00 pm EST) on the E-mini Nasdaq was about 570 points. The after hours range was about 970 points (4:00 pm EST to 5:00 pm EST). Tariff news generated an initial surge that turned into very rapid selling once the numbers were presented. It is not a "clearing event" as many of the bulls had anticipated.

It will be interesting to see where the market opens tomorrow.

We did not get any adverse excursion to enter live today. The gap fill was extremely fast and strong and Sibilance NQ v24 was up quickly in hypothetical gains. The reversal gave it all back though. The end of day rally with only 1 signal still long re-captured a small portion of the gains and was up about $1100 in hypothetical gains on the day. The strategy was net long all day with a max long signaling of 5.

I've built a Python program to more quickly capture the hypothetical results for the portfolios. These are listed below.

Hypothetical Performance for the Capstone Trading Systems Portfolio inclusive of $25 round turn slippage and commission.

+--------------------------------+----------------------+

| Portfolio | Combined Daily P/L |

|--------------------------------+----------------------|

| Sibilance NQ 28 v24 | $1,100.00

| Stock Index Portfolio 11 | -$3,755.00

| 50K Portfolio | -$1,150.00

| EMINI NQ 2 System Portfolio | $1,465.00

| EMINI NQ 3 System Portfolio Ii | $2,640.00

| EMINI NQ 4 System Portfolio | $2,390.00

| EMINI NQ 5 System Portfolio | -$285.00

| EMINI NQ 7 System Portfolio | $6,590.00

+--------------------------------+----------------------+