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
6.01%

Programs

CTA / Program YTD Inception
8.59 9/1/2018
5.29 8/1/2016
5.29 1/1/2017
-9.01 3/1/2003
2.58 10/1/2011
31.15 9/1/2018
-7.59 8/1/2018
25.12 3/1/2003
12.15 9/1/1997
-30.36 6/1/2015
22.26 6/1/2017
12.47 1/1/2017
-8.98 2/1/2016
13.97 11/1/2007
18.56 5/1/2015
6.17 2/1/2019
13.01 1/1/2011
9.29 2/1/2016
14.30 8/1/1991
21.19 9/1/2013
-10.39 5/1/2012
-2.88 1/1/2018
-0.85 11/1/2012
7.81 5/1/2014
17.46 10/1/2012
23.12 10/1/2003
8.34 3/1/2017
5.26 6/1/2013
3.56 7/1/2016
12.70 1/1/2016
1.78 1/1/2019
5.47 4/1/2013
5.58 11/1/2015
6.09 3/1/2015
-16.37 8/1/2010
5.05 10/1/1991
6.87 1/1/2012
2.05 1/1/2019
5.85 7/1/2007
2.00 5/1/2013
0.77 4/1/2017
8.81 11/1/2016
0.68 3/1/2007
-5.31 12/1/2019
9.37 2/1/2016
20.63 8/1/2020
-0.02 1/1/2014
-0.12 2/1/2017
-11.52 3/1/2019
11.98 9/1/1997
18.24 1/1/2015
-21.98 3/1/2002
3.82 1/1/2002
25.30 11/1/2019
14.56 8/1/2017
0.42 3/1/2017
1.18 10/1/2018
-13.13 1/1/2005
14.56 5/1/2014
44.40 9/1/1995
15.30 7/1/2000
10.58 4/1/1993
10.56 5/1/2005
8.49 1/1/2020
14.14 6/1/2007
15.01 11/1/1996
-31.28 3/1/2002
13.88 11/1/1996
3.33 3/1/1998
-2.06 7/1/2015
2.88 10/1/2016
29.18 12/1/1998
2.65 10/1/2006
2.65 3/1/1998
23.77 5/1/1997
14.57 7/1/2017
10.75 6/1/2016
11.60 2/1/1999
32.04 2/1/2019
26.34 2/1/2007
3.09 9/1/2003
9.00 1/1/2011
1.55 12/1/2015
-34.14 10/1/2002
-5.55 5/1/2020
15.55 5/1/2013
-6.16 12/1/2019
18.03 8/1/1999
18.85 1/1/1995
9.15 1/1/2005
9.03 1/1/2014
18.50 1/1/1985
1.28 5/1/2020
17.52 1/1/2014
34.92 5/1/2000
-7.82 3/1/2013
-1.14 5/1/2019
17.93 5/1/2017
7.10 1/1/2011
7.95 5/1/2020