Tracking CTAs since 1994
Capstone Futures Group
Capstone Quant Algo DT 100K
Principal(s): David Bean
Strategy: Quantitative/Diversified
Investment Restrictions: 4.7 Exempt - QEPs Only
Statistical Reports are Subscription Based
Trading Description, Risk Strategy & Background
QUANT ALGO DT 100K is a quantitatively engineered trading portfolio structured for managed futures accounts. The program integrates multiple proprietary algorithms into a systematically diversified framework, targeting short-term inefficiencies in liquid stock index futures markets through trend-following, momentum, countertrend, and mean reversion methodologies. The portfolio is managed with a 100% systematic execution model, ensuring consistency and discipline without discretionary intervention. Strategy development and deployment are supported by extensive research, backtesting, and continuous monitoring. Portfolio construction is guided by our proprietary Portfolio Characterization Matrix, which applies quantitative metrics to measure and maintain strategy diversity. This framework enables robust exposure across market regimes, including bull and bear cycles, volatility shifts, and varying macroeconomic conditions such as changes in interest rates. The program’s objective is to deliver risk-adjusted returns and portfolio diversification benefits as an alternative investment allocation within a broader managed futures or multi-asset portfolio.
Risk management is the foundation of the QUANT ALGO DT 100K program. Each strategy is governed by predefined, systematic stop-loss levels, ensuring controlled exposure at the individual trade level. At the portfolio level, an additional stop-loss is applied each cycle, calibrated as a small percentage of the program’s targeted worst-case drawdown. Trading may be paused at times to preserve capital and optimize opportunity — whether to manage risk during adverse conditions, wait for a new cycle with improved risk-adjusted potential, or reallocate capital as strategies and market conditions evolve. This disciplined framework is designed to prioritize capital preservation while positioning the portfolio for long-term consistency across diverse market environments.
David Bean is the principal at Capstone Futures Group. He started in wireless technology in 1995 after earning at Bachelors Degree in Electrical Engineering. He started trading and developing trading systems in the late 90's and became a full time trader in in 2001. He speciallizes in develoing fully automated trading systems for the futures markets and focuses on day trade and short term swing trading algorithms on time series charts.
Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR* | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -2.56% | 2.89% | – | – | – | – | – | – | – | – | – | – | 0.33% | -2.56% |
| 2025 | – | – | – | -0.54% | -0.27% | 8.23% | -0.65% | 3.89% | 2.51% | 0.12% | 2.95% | 0.00% | 16.24% | -0.81% |
Track Record Compiled By: Compliance Supervisors
Accounting Notes: Monthly rates of return are calculated pursuant to the Only Accounts Traded Method ("OAT"). Under this method, rate of return are computed by dividing the aggregate net performance by the aggregate beginning equity for only those accounts which traded during the entire month and which had no material additions or withdrawals. It excludes new accounts, accounts that were open for only part of the month, and accounts which had material (i.e., 10% or more of beginning equity) additions or withdrawals, and other factors that may possibly distort rate of return.
PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.>
Risk Disclosure
PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. IN SOME CASES MANAGED ACCOUNTS ARE CHARGED SUBSTANTIAL COMMISSIONS AND ADVISORY FEES. THOSE ACCOUNTS SUBJECT TO THESE CHARGES, MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID DEPLETION OF THEIR ASSETS. EACH COMMODITY TRADING ADVISOR ("CTA") IS REQUIRED BY THE COMMODITY FUTURES TRADING COMMISSION ("CFTC") TO ISSUE TO PROSPECTIVE CLIENTS A RISK DISCLOSURE DOCUMENT OUTLINING THESE FEES, CONFLICTS OF INTEREST AND OTHER ASSOCIATED RISKS. A HARD COPY OF THESE RISK DISCLOSURE DOCUMENTS ARE READILY AVAILABLE BY CLICKING ON EACH CTA'S "REQUEST DISCLOSURE DOCUMENT" BUTTON.
THE FULL RISK OF COMMODITY FUTURES, OPTIONS AND FOREX TRADING CAN NOT BE ADDRESSED IN THIS RISK DISCLOSURE STATEMENT. NO CONSIDERATION TO INVEST SHOULD BE MADE WITHOUT THOROUGHLY READING THE DISCLOSURE DOCUMENT OF EACH OF THE CTAS IN WHICH YOU MAY HAVE AN INTEREST. REQUESTING A DISCLOSURE DOCUMENT PLACES YOU UNDER NO OBLIGATION AND EACH DOCUMENT IS PROVIDED AT NO COST. THE CFTC HAS NOT PASSED UPON THE MERITS OF PARTICIPATING IN ANY OF THE FOLLOWING PROGRAMS NOR ON THE ADEQUACY OR ACCURACY OF THE DISCLOSURE DOCUMENTS. OTHER DISCLOSURE STATEMENTS ARE REQUIRED TO BE PROVIDED TO YOU BEFORE AN ACCOUNT MAY BE OPENED FOR YOU.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING IN THIS TRADING PROGRAM SOLELY ON THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION, PROSPECTIVE CLIENTS MUST ALSO RELY ON THEIR OWN EXAMINATION OF THE PERSON OR ENTITY MAKING THE TRADING DECISIONS AND THE TERMS OF THE ADVISORY AGREEMENT INCLUDING THE MERITS AND RISKS INVOLVED.
AUTUMN GOLD CTA INDEXES ARE NON-INVESTABLE INDEXES COMPRISED OF THE CLIENT PERFORMANCE OF CTA PROGRAMS INCLUDED IN THE AUTUMN GOLD DATABASE AND DO NOT REPRESENT THE COMPLETE UNIVERSE OF CTAS. INVESTORS SHOULD NOTE THAT IT IS NOT POSSIBLE TO INVEST IN THESE INDEXES.