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
5.12%

Programs

CTA / Program YTD Inception
-12.89 11/1/2020
-8.72 1/1/2005
14.02 11/1/2019
-21.95 1/1/2017
13.16 9/1/2018
39.34 9/1/2018
-23.12 6/1/2015
1.53 5/1/2020
16.81 8/1/2017
-14.67 2/1/2016
9.91 12/1/2019
-14.26 4/1/2014
20.54 11/1/2016
-8.48 12/1/2019
-14.85 10/1/2005
-0.07 1/1/2018
13.64 8/1/2018
21.83 10/1/2003
-7.30 11/1/2015
-7.97 5/1/2012
-0.39 11/1/2020
-3.30 6/1/2018
15.83 5/1/2017
11.73 2/1/2016
7.03 10/1/2020
-19.65 1/1/2017
6.49 1/1/2019
7.49 12/1/2014
0.64 1/1/2014
0.47 2/1/2017
12.16 10/1/2012
5.66 1/1/2012
9.20 5/1/2013
-19.00 10/1/2005
13.94 1/1/2017
-17.18 4/1/2019
12.71 9/1/1997
9.03 7/1/2007
-31.28 3/1/2002
14.72 2/1/2016
15.08 5/1/2014
-5.53 7/1/2019
45.27 6/1/2017
9.55 2/1/2020
13.88 1/1/2011
11.54 1/1/2016
4.31 7/1/2016
-5.58 12/1/2020
5.98 3/1/1998
-5.29 10/1/2014
0.53 7/1/2016
2.67 7/1/2016
3.56 10/1/2020
8.88 3/1/1998
0.60 3/1/2017
-5.77 10/1/2018
2.06 3/1/2017
0.81 7/1/2016
6.51 3/1/1998
5.48 10/1/2016
-11.04 3/1/1996
3.48 5/1/2019
5.48 3/1/1998
5.48 10/1/2006
24.22 10/1/2011
-22.05 3/1/2002
40.09 12/1/1998
11.12 6/1/2007
-14.14 1/1/2017
29.38 2/1/2007
-6.24 10/1/2020
-20.18 6/1/2018
-13.91 1/1/2017
0.37 6/1/2001
4.32 1/1/2002
-3.20 11/1/2012
6.46 5/1/2014
11.61 2/1/1999
12.59 1/1/2014
12.59 1/1/2005
4.76 5/1/2019
-14.94 10/1/2020
7.91 9/1/2013
1.18 11/1/2015
-36.88 10/1/2002
-15.25 5/1/2001
0.47 4/1/2013
24.96 4/1/2014
18.23 8/1/1999
19.30 1/1/1995
9.33 1/1/2011
10.25 7/1/2017
54.00 11/1/1984
1.43 4/1/2020
12.38 11/1/2018
-1.71 4/1/2012
-12.65 11/1/2007
15.01 5/1/2013
25.46 1/1/2014
62.35 9/1/1995