Portfolio Money Management Algorithms
Professional-grade trading algorithm with fully disclosed rules, robust validation, and institutional-style reporting.
Engineered for disciplined, rules-based execution with transparent logic, defined risk constraints, and platform flexibility for serious futures traders.
- Fully rules-based entries and exits
- No martingale, no grid, no averaging into losers
- Compatible with prop firms and professional accounts
- Flexible multi-platform subscription and auto trade services
Intra-day portfolio-level risk control
The Portfolio Money Management Algorithms (PMMA) were developed to manage the combined trading systems equity curve intra-day. PMMA measures and manages risk more incrementally so portfolio-level stop losses can be used during the day (not just end-of-day).
- Portfolio-level overlay above individual strategies
- Real-time equity tracking down to one-minute intervals
- Incremental measurement so risk rules trigger intra-day
- Connect multiple strategies into one managed portfolio view
PMMA + Money Management Algorithms
PMMA is designed to work as an overlay for systematic portfolios. It also includes the Money Management Algorithms, which apply technical analysis directly to equity curve behavior (a “trading system for a trading system”).
- Indicator and strategy templates for PMMA workflows
- Overlay logic for managing drawdowns and trade filtering
- Open-code templates intended for customization
FAQs
Are your trading systems built for professional use or beginners?
Our strategies are professional-grade and used by active traders, money managers, and sophisticated retail traders. Beginners are welcome, but should start small, use simulation first, and fully understand the rules and risks before trading live.
What markets do your systems trade?
Our portfolios primarily trade futures index markets (e.g., E-mini Nasdaq, E-mini S&P, Micros) and can also include energies, metals, currencies, bonds, and other liquid futures, depending on the package.
What trading platforms are supported?
We currently support platforms such as TradeStation, MultiCharts, and NinjaTrader, with specific compatibility listed on each product page.
Are your strategies fully automated or discretionary?
The strategies are fully 100% rules-based and can be fully automated on supported platforms. No discretionary intervention is required for entries and exits once configured, though the subscriber maintains full control over position size and risks associated with trading.
How are the trading systems developed and tested?
Systems are built using historical data, rule-based logic, and out-of-sample / walk-forward style validation where applicable. We emphasize robustness, basic methodology, and realistic assumptions for slippage and commissions.
How do you manage risk within your strategies?
Most strategies include predefined stops, profit targets, and session-based risk controls. Portfolio-level risk is managed through strategy diversification, position sizing, and multi-strategy diversity.
Can your systems be auto traded for me?
Yes. You can run the systems yourself on your own platform or work with approved brokers/auto-trade services that execute the strategies on your behalf in your account.
What do I need to run the strategies on my own?
You’ll need: a supported trading platform, a funded brokerage account, a reliable computer/VPS, stable internet, real time data for the strategy, and the strategy license from us. Setup guides are provided.
How is access to the trading systems provided?
Access is typically via a time-based license (monthly/annual) or subscription. The strategy file or authorization is provided for your specific platform/ID.
Do you offer refunds?
Because software and intellectual property are delivered upon purchase, subscriptions are generally non-refundable. Please review all performance data and documentation and contact us with questions before you subscribe.
Do you help with installation and setup?
Yes. We provide step-by-step documentation and email support. Screen-share assistance may be available for qualifying subscriptions.
Are you registered or regulated?
No. Capstone Trading Systems is not a registered or regulated investment or trading advisor. Capstone Trading Systems is a research and development software company offering trading systems software that can be used at the subscriber's discretion to trade their own accounts.
U.S. Government Required Disclaimer — Commodity Futures Trading Commission. Futures and options trading has large potential rewards, but also large potential risk. Do not 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.
CFTC Rule 4.41 — Hypothetical or simulated performance results have certain limitations. Simulated trading does not represent actual trading, and results may be under- or over-compensated for market factors such as lack of liquidity. Simulated programs are also subject to hindsight bias. No representation is being made that any account will or is likely to achieve profit or losses similar to those shown.