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
5.65%

Programs

CTA / Program YTD Inception
124.42 5/1/1999
50.05 8/1/2008
15.30 8/1/2021
11.87 1/1/2017
15.95 1/1/2017
14.96 10/1/2005
9.23 4/1/2012
11.91 10/1/2005
18.43 3/1/2022
14.70 5/1/2001
3.24 1/1/2005
68.57 2/1/2021
22.85 5/1/1997
25.91 11/1/2017
9.05 1/1/2017
9.49 1/1/2017
2.75 6/1/2017
7.91 6/1/2015
7.20 3/1/2002
-0.75 8/1/2019
14.08 12/1/2020
11.41 10/1/1991
34.36 5/1/2013
7.34 8/1/2010
6.74 1/1/2007
12.87 4/1/2014
19.31 8/1/1999
20.33 1/1/1995
19.74 12/1/1998
23.28 1/1/2014
5.95 3/1/1996
11.05 4/1/1994
16.11 1/1/2013
14.28 2/1/1999
19.45 3/1/2022
11.67 9/1/1997
4.98 8/1/2018
7.05 1/1/2019
6.06 12/1/2019
13.11 2/1/2007
3.55 5/1/2014
8.82 10/1/2010
24.98 1/1/2011
11.18 1/1/2020
2.82 1/1/2022
8.46 8/1/1990
4.13 5/1/2013
14.47 6/1/2010
-1.12 5/1/2020
3.12 4/1/2017
-0.44 10/1/2020
18.34 7/1/2014
12.82 10/1/2006
9.12 11/1/1996
8.60 11/1/1996
7.52 10/1/2020
9.55 4/1/2019
4.21 2/1/2020
13.47 12/1/2019
2.95 11/1/2016
4.02 5/1/2012
3.19 6/1/2004
12.58 1/1/1985
10.85 1/1/2005
10.85 1/1/2014
4.64 1/1/2019
1.34 10/1/2020
8.79 2/1/1988
6.30 12/1/2018
1.90 4/1/2003
20.67 6/1/2018
33.88 11/1/1984
2.85 2/1/2016
7.90 9/1/2018
6.44 10/1/2012
3.74 2/1/2021
1.20 3/1/1998
1.75 6/1/2013
8.20 10/1/2002
0.46 4/1/2017
5.86 5/1/2014
5.84 9/1/2009
6.99 9/1/2018
14.72 9/1/2013
-0.43 4/1/2018
7.36 8/1/2016
4.87 12/1/2019
6.08 3/1/2002
2.32 12/1/2014
7.22 1/1/2017
1.47 1/1/2015
5.22 10/1/2012
0.40 11/1/2020
3.78 1/1/2020
4.62 4/1/2014
1.20 11/1/2012
5.32 1/1/1996
3.70 1/1/2012
39.70 6/1/1994
4.63 6/1/2021