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
5.22%

Programs

CTA / Program YTD Inception
-9.89 5/1/1999
-10.12 8/1/2008
7.73 4/1/2023
11.34 10/1/2018
6.51 4/1/2014
11.12 7/1/2019
-0.37 12/1/1998
1.39 9/1/2013
5.02 4/1/2018
-9.65 7/1/2017
18.37 2/1/2016
33.46 1/1/2022
12.99 11/1/2012
-8.72 10/1/2012
4.21 1/1/1985
5.30 4/1/2023
3.27 6/1/2007
-12.39 1/1/2015
0.62 6/1/2023
14.62 11/1/2020
-6.64 6/1/2021
10.85 5/1/2014
-10.16 7/1/2016
11.82 10/1/2020
13.47 2/1/2017
-5.40 7/1/2016
-8.81 5/1/2014
6.74 6/1/2013
-11.01 3/1/1998
1.13 4/1/2016
-6.25 3/1/1998
15.88 1/1/2014
-4.07 4/1/2018
28.96 8/1/2018
9.71 1/1/2014
9.61 1/1/2005
-1.52 2/1/1999
-1.46 1/1/1995
1.25 2/1/2022
1.74 1/1/2014
1.56 2/1/2017
-11.24 1/1/2011
-6.46 6/1/2009
-4.85 8/1/1999
2.73 7/1/2022
8.24 12/1/2019
-8.94 1/1/2016
13.64 7/1/2023
22.26 6/1/2010
-15.56 10/1/2006
2.29 11/1/1984
46.41 4/1/2023
7.78 4/1/2013
-14.70 8/1/1991
7.06 7/1/2016
-7.64 7/1/2021
-2.56 9/1/1997
1.10 1/1/2019
-9.64 7/1/2016
7.84 1/1/2012
2.65 7/1/2014
2.40 5/1/2006
-3.28 2/1/2010
5.38 7/1/2017
-7.59 12/1/2009
-6.87 2/1/2007
7.42 6/1/2007
11.22 2/1/2021
3.05 2/1/2008
2.75 9/1/1997
4.34 3/1/2022
0.45 1/1/2017
11.17 3/1/2019
-1.72 2/1/2021
64.02 1/1/2005
-9.65 1/1/2014
6.54 9/1/2017
7.25 8/1/2013
-31.27 1/1/2011
4.42 1/1/2011
-14.19 5/1/2017
-1.67 8/1/2010
1.71 1/1/1991
10.25 1/1/2007
12.10 1/1/2017
10.26 8/1/2019
-15.82 1/1/2019
-5.77 4/1/2003
3.52 1/1/2012
1.19 2/1/2014
-1.32 9/1/2023
3.39 1/1/2013
-1.87 3/1/2003
4.67 3/1/2015
7.58 11/1/2015
-7.13 12/1/2009
-2.06 2/1/2020
69.16 10/1/2005
0.82 5/1/2006
-2.71 1/1/2022