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
7.77%

Programs

CTA / Program YTD Inception
38.33 5/1/2014
20.58 4/1/2016
45.02 11/1/1996
12.73 6/1/1994
66.40 5/1/1999
45.89 11/1/1996
25.25 6/1/2015
15.93 11/1/1984
1.12 1/1/2017
15.94 5/1/2005
13.66 4/1/2017
15.48 5/1/2014
44.79 1/1/2011
15.47 4/1/2014
29.10 1/1/1985
-11.13 1/1/2005
34.68 2/1/2017
1.45 8/1/1991
6.02 1/1/2019
7.75 11/1/2016
-1.14 10/1/2002
23.35 2/1/2007
2.76 3/1/2002
9.99 8/1/2007
-3.58 9/1/2018
63.87 4/1/2012
8.62 10/1/2019
29.32 5/1/2001
2.57 12/1/2009
14.44 10/1/2010
18.68 5/1/2010
9.48 6/1/2013
7.82 10/1/2011
8.63 10/1/2005
8.67 1/1/2017
3.21 1/1/2010
11.02 10/1/2009
14.95 10/1/1991
-1.25 7/1/2000
-1.25 7/1/2000
7.87 1/1/2019
-0.70 5/1/2019
3.97 9/1/2018
5.84 5/1/2019
10.26 11/1/2012
44.81 9/1/2013
7.17 11/1/2015
19.14 9/1/2003
4.79 6/1/2009
4.74 7/1/2005
6.76 10/1/2006
19.11 10/1/2012
15.50 1/1/2014
-3.88 9/1/2009
64.94 6/1/2016
26.97 4/1/1994
4.69 3/1/2017
2.16 1/1/2012
-0.01 3/1/2002
0.74 10/1/2005
-0.23 1/1/2016
27.04 1/1/1995
16.13 6/1/2017
21.12 4/1/1993
21.08 5/1/2005
16.02 8/1/2010
14.58 2/1/1988
3.03 7/1/2007
9.11 1/1/2011
7.05 1/1/2011
6.85 4/1/2000
10.13 1/1/2015
13.56 2/1/2016
15.37 1/1/2017
25.16 8/1/1999
19.26 2/1/1999
15.30 10/1/2011
16.82 7/1/2017
4.43 2/1/2010
1.76 10/1/2014
13.16 1/1/2018
3.58 4/1/2017
23.65 8/1/1990
6.39 1/1/2012
9.49 3/1/1996
4.02 7/1/2016
7.21 1/1/2002
4.73 1/1/2007
11.97 12/1/2018
14.61 1/1/2009
3.75 6/1/2018
20.88 10/1/2012
11.11 4/1/2019
-5.75 6/1/2007
25.83 9/1/1995
5.04 2/1/2010
16.02 6/1/2007
10.93 3/1/2015
32.11 5/1/1997
-9.13 6/1/2015