The MHRA Style Guide Online
A Handbook for Authors and Editors • Third Edition
From Chapter 6, 'Capitals'
Initial capitals should be used with restraint. In particular, adjectives deriving from nouns taking initial capitals are in many cases not capitalized (but see 6.3):
Alps, alpine; Bible, biblical; Satan, satanic (but Satanic with reference to Satan himself)
Capitals must, however, be used for the initial letters of sentences and for the names of places, persons, nationalities, the days of the week, and months (but not for the seasons of the year). They are also to be used for the titles of laws, plans, wars, treaties, legal cases, and for specific institutions and other organizations (the Modern Humanities Research Association, the Poetry Book Club). Capitals are used also for unique events and periods (the Flood, the Iron Age, the Peasants’ Revolt, the Reformation, the Enlightenment, the French Revolution, World War II, the Last Judgement) and for parts of books when referred to specifically (Chapter 9, Appendix A, Figure 8, Part 11). Names of the points of the compass are capitalized only when abbreviated (N.) or when they indicate a specific area (the North [of England], South America) or a political concept (the West). The corresponding adjectives are capitalized when they are part of an official name (Northern Ireland) or when they refer to political concepts rather than merely to geographical areas (Western Europe) but not otherwise (northern England). ‘Middle’ is capitalized in such fixed expressions as Middle East(ern), Middle Ages, Middle English.
Dictionaries are often inconsistent in their use or non-use of capitals for adjectives, verbs, and nouns deriving from names of peoples or languages. We recommend that capitals be used in such cases:
Francophile, Gallicism, Italianist, Latinate
Note, however, that ‘anglicize’, ‘anglophone’, ‘francophone’, ‘romanization’, etc., are not capitalized, nor are ‘arabic numerals’ and ‘roman type’ (but ‘the Arabic language’, ‘the Roman alphabet’).