You need to keep in mind that the stock market is not what defines "capitalism". The stock market is merely legal gambling on corporate horse races.
"Capitalism" is the freedom to open up your own Mom and Pop business without having the Government arrest you and the freedom to succeed or fail in your own business.
I started my own business with a friend in July. It has not made a lot of money yet, but it has been profitable. But it has taken a while to incorporate, open a bank account, line up wholesalers and whatnot. If I could be my own boss (or work along with my partner/friend), I do not think I would become conservative, but I do know I would move slightly to the right, since taking orders from bosses, not being in control of my work and so forth is what agitates me.
In my definition of capitalism, being my own boss would put me outside of the system of capitalism. But even if we do call that capitalism, my problem with capitalism is the existence of the relationship between a worker and a boss/employer.
Really, you could say I'm laying down bets on two squares. If I win the self-employment bet, while I don't think I'd become conservative I am quite aware that I would move right slightly. The other bet I have laid down is on the whole "workers united" thing. If I feel I can not move from wage slave to self employed, I guess that would move me way over to the left.