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
8.39%

Programs

CTA / Program YTD Inception
52.43 4/1/2020
75.05 8/1/2008
87.62 5/1/1999
37.13 4/1/2012
67.78 6/1/1994
29.83 9/1/1995
36.59 6/1/2017
9.81 8/1/2012
21.73 1/1/2009
18.58 5/1/2013
28.83 1/1/2014
10.89 1/1/2002
22.09 1/1/2020
-10.64 1/1/2017
34.07 2/1/2007
6.78 5/1/2020
-10.17 7/1/2013
19.26 11/1/2019
25.55 8/1/2012
45.67 11/1/1984
28.46 12/1/1998
30.18 4/1/2000
1.89 11/1/2007
4.27 6/1/2007
32.42 8/1/1999
33.90 1/1/1995
24.41 6/1/2004
29.66 5/1/1997
18.67 9/1/1997
39.45 2/1/2019
26.97 8/1/1990
3.89 10/1/2006
3.89 3/1/1998
9.54 1/1/2016
16.79 6/1/2016
4.26 10/1/2016
21.42 2/1/1988
5.02 9/1/2009
20.42 1/1/2011
4.42 3/1/1998
16.23 11/1/1996
22.37 3/1/2003
22.16 4/1/2016
21.67 4/1/1994
16.09 11/1/1996
19.32 10/1/2010
3.29 1/1/2015
3.06 12/1/2014
8.52 9/1/2003
25.25 9/1/2013
9.83 5/1/2017
9.90 4/1/2017
13.79 5/1/2014
13.88 1/1/2014
13.88 1/1/2005
21.45 2/1/1999
16.13 5/1/2001
12.82 2/1/2010
-5.90 3/1/2017
15.84 1/1/2013
7.79 9/1/2009
8.25 9/1/2009
3.52 4/1/2016
11.55 11/1/2013
14.11 7/1/2000
17.08 10/1/2012
9.96 5/1/2020
-0.90 5/1/2013
20.47 10/1/2011
11.86 1/1/2017
10.65 1/1/2014
4.99 5/1/2019
18.54 5/1/2005
18.54 4/1/1993
10.03 10/1/2005
14.62 7/1/2014
19.17 6/1/2007
-1.06 3/1/2007
6.04 7/1/2016
12.05 1/1/2017
6.32 5/1/2018
20.50 1/1/2015
27.12 1/1/1985
1.95 2/1/2010
11.60 5/1/2020
0.44 12/1/2015
18.49 7/1/2017
2.88 5/1/2015
3.94 1/1/2016
9.17 12/1/2009
9.00 12/1/2009
14.21 5/1/2014
7.45 3/1/1996
4.84 10/1/2018
2.72 3/1/2017
3.10 6/1/2001
9.38 5/1/2019
1.08 2/1/2017
1.11 1/1/2014
9.51 2/1/2016