The main book that I know of where Trotsky opposed a capitalist phase and advocated for an immediate transition into socialism is "The Permanent Revolution." The linked chapter from the book, "6. On the Skipping of Historical Stages," displays Trotsky's opposition to the idea that revolutions must strictly adhere to a linear progression of stages (feudalism -> capitalism -> socialism), as proposed by Stalin and his followers.
https://www.marxists.org/archive/trotsky/1931/tpr/pr06.htm
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