Capstone Trading Systems is a trading systems developer and market researcher specializing in the development of software that generates fully automated trading system signals. Market strategies are developed based on proprietary market research with over 25 years of research and development experience.

Market Portfolios are built by combining groups of diverse trading systems based on the current market environment and the latest technical and fundamental factors. Short term quantitative trading strategies provide diversity to traditional investments for active traders and alternative asset managers seeking alpha and managing risk in the financial markets, 

Capstone Trading Systems offers software subscriptions for our trading systems and market portfolios that can be used at the subscriber’s discretion when trading their own brokerage account.

Capstone Futures Groups offers managed accounts to Qualified Eligible Participants, for the trading systems and market portfolios developed by Capstone Trading Systems to manage portfolio trading for clients.

market strategies for active traders
Fully AUTOMATED TRADING
COBRA III NQ
ADAPTIVE Moving average
AT 2022 NQ
TICK REVERSAL NQ

Our Market Strategies are fully automated trading systems that provide a logical and data driven trading methodology that is based on quantifiable market research. Trading strategies are developed and implemented based on market conditions using our approach.

“Observe. Code. Test. Trade.”

​Market observations are coded into a trading algorithm so that “what if” market scenarios can be backtested and then fully automated for trading once it meets our test criteria for an individual strategy. Many individual trading systems can be placed into a Market Portfolio if it matches our portfolio selection criteria.

Strategy survivorship for strategies that have been developed historically and minimizing degrees of freedom during strategy develop to prevent curve fitting and over optimization are critical factors in the strategy development process.

In Sun Zsu’s Art of War, “Every battle is won or lost before it is even fought” is the mindset and framework for trading the markets with a strategy and realistic set of expectations with risk management.

150+ fully automated trading systems
MARKET PORTFOLIOS
sOFTWARE SUBSCRIPTIONS MANAGED ACCOUNTS

The Capstone Trading Systems Market Portfolios are developed by combining different automated trading systems that use different trading methods in order to seek risk adjusted returns through diversity. Combining trading systems that trade trend, counter trend, and mean reversion patterns on different timeframes and frequencies provide us with opportunities to profit in every type of market environment.

Experience in the markets and understanding each systems response to certain market conditions will allow for a determination of which systems will work best in current market environments.

The adaptability of our trading systems to adjust to markets that are continuously evolving and changing is critical in the next generation of our market portfolios. Our market portfolios are actively managed and adjusted as new opportunities are revealed in the market and new insights are learned from data analysis and pattern recognition.

We offer multiple automated trading system portfolios for different levels of capitalization. The portfolios are available in the Tradestation and MultiCharts platforms and can be traded at many different brokerage firms that support these platforms.

MONEY MANAGEMENT ALGORITHMS

The Money Management Algorithms are a software tool for traders, developed out of necessity to answer “What If” questions that simply could not be answered by any other trading systems software tool for both back testing and automating strategies in live trading.

The Money Management Algorithm Tool, also known as the Equity Curve Algorithm Tool is the only tool that answers specific algorithmic trading systems questions such as “What happens if I stop trading during a drawdown and then start trading again during a runup”. The same workspace that is backtested can also be automated.  

The tool is an open code solution with a Members Area that can be customized as there are an infinite number of combinations.

The Money Management Algorithms serve as a trading system for your trading system. Tracking and trading the equity curve of your trading system is a method you can use to determine how to allocate capital to your strategies and ultimately manage your money.

​The Money Management Algorithms can be applied to individual trading systems and the ideas and concepts that have been learned from the Money Management Algorithms have been used to develop the Trading System Portfolios.

2023 Updates coming soon
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