Systematic Trader Index

As markets have moved to electronic execution, the use of computers and algorithms to drive trading decisions continues to grow. Systems take human emotion out of trading with the goal of providing a consistent approach that can be backtested prior to launch and refined as trading continues. Diversified programs often use this approach due to the wide range of markets traded.

Year-to-Date
6.65%

Programs

CTA / Program YTD Inception
20.07 3/1/2002
14.75 5/1/2013
29.40 3/1/2022
9.88 6/1/2007
10.08 1/1/2005
14.81 2/1/2019
19.61 1/1/1985
8.31 3/1/1998
7.90 10/1/2016
15.69 7/1/2017
-7.42 5/1/2019
6.81 3/1/1998
6.83 10/1/2006
6.15 11/1/2018
134.64 5/1/1999
1.54 9/1/1995
2.61 9/1/2009
-4.78 5/1/2019
15.28 10/1/1991
6.23 1/1/2022
-1.59 1/1/2002
-1.95 1/1/2014
2.68 2/1/2021
3.31 4/1/2017
5.84 11/1/2016
7.09 2/1/2020
6.39 5/1/2014
4.45 6/1/2007
9.05 10/1/2012
9.84 8/1/2016
53.41 8/1/2008
17.23 9/1/2013
11.18 7/1/2019
9.43 1/1/2017
4.65 6/1/2017
21.78 12/1/1998
9.30 10/1/2020
21.27 8/1/1999
14.94 2/1/2007
4.00 2/1/2017
3.93 1/1/2014
4.51 10/1/2020
22.06 1/1/1995
1.82 11/1/2020
8.78 8/1/2010
0.85 4/1/2018
1.09 11/1/2020
4.35 1/1/2011
15.55 2/1/1999
13.95 4/1/2014
2.60 5/1/2022
4.89 2/1/2016
-3.80 5/1/2006
3.86 4/1/2017
10.33 4/1/2019
5.00 2/1/2010
1.82 3/1/1998
6.51 5/1/2014
1.78 11/1/2012
-0.07 5/1/2006
1.22 3/1/1998
2.06 6/1/2013
0.89 9/1/1997
16.34 1/1/2013
4.77 6/1/2021
0.27 7/1/2016
-8.40 11/1/2019
10.85 1/1/2014
10.85 1/1/2005
2.81 3/1/2015
14.40 6/1/2010
20.53 6/1/2018
2.64 2/1/2016
-2.50 7/1/2016
4.46 12/1/2019
22.79 1/1/2014
-5.74 7/1/2016
-1.28 10/1/2020
-1.72 3/1/2013
-2.50 5/1/2013
5.07 12/1/2019
-2.67 5/1/2014
17.03 7/1/2014
-4.41 10/1/2018
0.33 1/1/2015
-8.75 7/1/2016
4.95 1/1/1991
-2.72 1/1/2020
-0.40 11/1/2015
-3.56 2/1/2016
10.06 12/1/2020
1.11 8/1/2018
-6.44 4/1/2019
-3.13 10/1/2020
-0.50 4/1/2014
-4.34 5/1/2012
-15.30 6/1/2015
8.60 11/1/1996
9.23 4/1/2012
-9.84 3/1/2007