Capital gains are taxable by your domiciliary state as of the date the gain is realized. A gain from sale of stock is realized as of the trade date (not the settlement date).
A taxpayer can have only one state of domicile. Your New York domicile does not change until you can demonstrate that you have abandoned your New York domicile and established a new domicile outside New York State.
https://www.tax.ny.gov/pit/file/pit_definitions.htm
**Answers are correct to the best of my ability but do not constitute tax or legal advice.
