NYS does not have favorable tax rate for capital gain taxes as available at federal level. Capital gain will be taxed as ordinary income tax rate depending on your NY State income tax bracket.
It would be advantageous to be resident of a state which does not have state tax.
Seven states have no state income tax: Alaska, Florida, Nevada, South Dakota, Texas, Washington and Wyoming. Two others, New Hampshire and Tennessee, tax only dividend and interest income.
HOwever note that if the capital gain is from sale of a real property than you are subject to tax on the gain in the State in which the property is located.
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Please note: This advice is provided with the understanding that all the relevant facts have been provided by you. Any change in facts might affect the advice given and hence may not be relied on in such cases.