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
0.69%

Programs

CTA / Program YTD Inception
6.56 1/1/2014
-33.74 5/1/1999
41.73 1/1/2005
33.37 5/1/2023
-21.74 8/1/2008
-0.68 11/1/1984
26.45 1/1/2022
36.25 10/1/2023
-33.01 1/1/2011
4.57 9/1/2023
8.23 11/1/2020
5.14 1/1/2005
5.04 1/1/2014
-4.85 1/1/1995
1.02 1/1/1985
-2.89 1/1/2020
-7.42 4/1/2018
4.76 2/1/2016
-11.68 11/1/1996
10.47 2/1/2017
-6.66 8/1/1999
-13.11 11/1/1996
-1.02 5/1/2006
20.81 8/1/2018
6.91 7/1/2014
-8.33 6/1/2023
3.66 7/1/2019
7.85 5/1/2014
-2.38 4/1/2014
-8.98 10/1/2010
5.45 11/1/2012
0.21 10/1/2011
6.52 1/1/2012
-8.23 12/1/1998
-3.92 9/1/2013
-0.12 1/1/2007
-4.81 2/1/2007
-0.95 6/1/2007
5.16 8/1/2021
-3.69 2/1/1999
5.06 8/1/2017
-13.11 7/1/2017
-17.52 10/1/2012
-7.38 5/1/2014
28.69 6/1/2010
2.13 8/1/2021
7.71 8/1/2015
-1.73 4/1/2023
9.24 6/1/2007
-1.89 7/1/2016
-12.00 6/1/2004
21.73 6/1/2023
5.38 6/1/2013
-6.14 10/1/2012
13.53 2/1/2016
-26.31 1/1/2019
6.53 11/1/2020
-13.94 7/1/2016
-6.70 6/1/2009
0.95 2/1/2021
1.49 4/1/2017
5.94 9/1/2009
1.35 1/1/2013
1.53 5/1/2006
9.73 12/1/2018
-1.23 2/1/2014
21.53 2/1/2019
3.93 2/1/2017
-1.01 10/1/2018
9.06 12/1/2019
-8.31 7/1/2016
-17.77 1/1/2019
-4.11 1/1/2022
-4.14 9/1/1997
-0.11 7/1/2023
-6.46 1/1/2017
-6.46 8/1/2016
-8.67 8/1/2017
1.99 7/1/2022
1.71 4/1/2023
8.43 4/1/2013
1.56 3/1/2022
8.02 11/1/2015
5.83 3/1/2015
10.62 3/1/2019
3.01 3/1/2015
2.23 1/1/2014
2.10 2/1/2017
2.60 10/1/2009
-3.07 4/1/2019
4.13 1/1/1991
4.48 10/1/2003
-2.31 9/1/1995
4.42 7/1/2013
2.25 9/1/1997
6.60 10/1/2020
0.27 2/1/2022
9.96 7/1/2023
-0.89 3/1/2013
-11.04 1/1/2015