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
5.35%

Programs

CTA / Program YTD Inception
11.43 1/1/2019
34.82 10/1/2018
7.31 1/1/2018
21.27 8/1/2008
10.42 10/1/2012
20.37 4/1/2023
8.98 8/1/2021
6.86 9/1/2013
4.58 10/1/2020
4.00 4/1/2018
21.28 2/1/2016
2.42 4/1/2013
2.21 11/1/2015
6.34 4/1/2023
0.34 4/1/2003
6.56 3/1/2024
0.41 1/1/2021
0.69 2/1/2022
-1.60 2/1/2017
-1.45 1/1/2014
0.11 1/1/2007
7.55 7/1/2016
-1.69 7/1/2022
10.92 7/1/2016
2.03 7/1/2017
3.47 2/1/1999
5.46 4/1/2018
4.78 1/1/1995
2.27 3/1/1998
29.08 1/1/2011
6.45 12/1/1998
4.66 8/1/1999
12.67 4/1/2014
2.89 3/1/1998
2.00 6/1/2010
-0.86 12/1/2019
0.18 1/1/2005
0.07 1/1/2014
-0.47 7/1/2019
3.10 9/1/2023
-0.11 1/1/2014
-3.70 8/1/1991
-8.54 11/1/2012
1.99 2/1/2007
4.04 6/1/2007
5.47 2/1/2021
0.25 2/1/2010
-2.26 7/1/2017
2.51 12/1/2009
14.51 1/1/1985
7.52 9/1/1997
5.66 2/1/2008
0.49 9/1/1997
3.44 1/1/2006
5.14 3/1/2022
16.02 1/1/2017
-6.34 3/1/2019
6.25 2/1/2021
0.10 1/1/2014
12.46 5/1/2014
31.08 1/1/2017
6.68 6/1/2007
4.73 10/1/2006
14.25 11/1/1984
7.60 4/1/2023
56.08 5/1/1999
0.83 7/1/2016
5.60 1/1/2012
9.82 7/1/2014
-4.35 5/1/2017
0.34 1/1/2016
0.91 9/1/2009
4.27 7/1/2023
-0.06 3/1/2003
13.97 8/1/2018
9.43 8/1/2010
1.54 1/1/1991
0.51 1/1/2012
0.67 2/1/2014
5.53 9/1/2023
13.10 1/1/2017
-0.53 8/1/2019
-3.60 1/1/2019
4.62 1/1/2013
2.62 3/1/2003
1.14 3/1/2015
2.11 1/1/2011
3.02 4/1/2016
2.51 12/1/2009
-0.51 2/1/2020
19.36 5/1/2001
-5.48 1/1/2019
4.59 10/1/2003
26.47 10/1/2005
3.13 2/1/2016
5.46 11/1/2020
2.43 8/1/2017
5.70 2/1/2017
32.39 10/1/2005
2.98 1/1/2015