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
2.96%

Programs

CTA / Program YTD Inception
11.20 1/1/2007
51.33 10/1/2023
43.87 5/1/2023
13.38 1/1/2014
3.93 7/1/2017
18.54 12/1/2019
9.46 7/1/2019
15.87 7/1/2023
-1.87 3/1/2003
-23.07 1/1/2019
-0.59 6/1/2023
-14.13 10/1/2012
-1.25 1/1/2021
1.82 4/1/2023
9.19 11/1/2012
-10.99 7/1/2016
-5.37 6/1/2023
8.30 1/1/2005
8.20 1/1/2014
-15.30 1/1/2019
16.80 2/1/2016
1.63 5/1/2006
-7.23 3/1/1998
-6.12 7/1/2016
-6.08 12/1/1998
-6.82 6/1/2021
-2.05 9/1/2013
6.57 9/1/2023
-9.29 1/1/2011
-3.78 3/1/1998
-1.18 4/1/2016
-9.89 5/1/2022
8.20 10/1/2020
4.27 10/1/2009
3.07 4/1/2023
-1.14 4/1/2014
4.86 3/1/2003
-3.23 9/1/1997
2.42 5/1/2006
-7.03 4/1/2003
0.54 2/1/2022
9.29 12/1/2019
-7.46 4/1/2018
-7.64 7/1/2021
-3.85 2/1/1999
1.76 2/1/2017
1.87 1/1/2014
-5.25 1/1/1995
11.12 3/1/2007
7.51 11/1/2015
7.78 4/1/2013
27.91 6/1/2010
-7.61 8/1/1999
-0.31 4/1/2018
-9.03 5/1/2014
-13.02 1/1/2018
1.35 1/1/2013
-8.00 12/1/2009
-1.93 1/1/2020
3.01 3/1/2015
6.53 11/1/2020
5.06 8/1/2017
-11.16 1/1/2022
10.47 2/1/2017
48.79 10/1/2005
-11.04 1/1/2015
12.91 5/1/2001
4.48 10/1/2003
3.30 1/1/2012
-1.23 2/1/2014
-2.40 9/1/2023
4.76 2/1/2016
6.90 1/1/2017
15.07 8/1/2019
20.81 8/1/2018
-2.04 8/1/2010
4.13 1/1/1991
-11.63 5/1/2017
-8.98 1/1/2016
-33.01 1/1/2011
2.58 1/1/2011
-3.05 2/1/2010
46.17 10/1/2005
-8.35 12/1/2009
1.02 1/1/1985
7.66 7/1/2016
-2.12 1/1/2019
-33.74 5/1/1999
-7.28 7/1/2016
6.38 1/1/2012
6.91 7/1/2014
-17.19 10/1/2006
-0.68 11/1/1984
40.70 4/1/2023
4.42 2/1/2008
2.25 9/1/1997
1.56 3/1/2022
0.13 1/1/2017
10.62 3/1/2019
0.95 2/1/2021