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
7.15%

Programs

CTA / Program YTD Inception
82.56 6/1/1994
99.83 5/1/1999
55.89 11/1/1984
27.57 8/1/2012
2.10 5/1/2020
12.31 5/1/2020
63.27 9/1/1995
32.74 6/1/2017
31.99 4/1/2020
14.63 6/1/2010
30.52 8/1/1990
-15.95 5/1/2019
22.82 8/1/2017
25.87 1/1/2014
18.22 6/1/2016
24.83 10/1/2011
-0.33 12/1/2019
19.55 5/1/2018
27.39 4/1/2014
23.29 4/1/2016
36.68 12/1/1998
21.34 11/1/1996
20.11 10/1/2006
19.90 11/1/1996
9.84 6/1/2007
13.99 11/1/2016
14.52 4/1/1994
6.02 12/1/2015
13.99 2/1/2016
10.43 5/1/2005
0.91 5/1/2019
5.90 5/1/2013
7.93 6/1/2001
19.42 10/1/2010
29.69 3/1/2003
12.96 1/1/2005
52.14 5/1/2014
15.30 9/1/2019
12.74 1/1/2014
12.55 1/1/2011
24.61 1/1/2014
24.25 8/1/2020
18.88 5/1/2013
20.41 2/1/1988
19.82 1/1/2020
21.52 1/1/1985
11.81 12/1/2009
11.48 12/1/2009
0.69 12/1/2018
21.63 1/1/1995
20.86 1/1/2015
1.34 7/1/2018
11.85 8/1/2018
19.49 10/1/2012
20.49 8/1/1999
15.37 1/1/2011
-0.11 7/1/2015
14.81 1/1/2016
5.74 1/1/2002
15.89 7/1/2000
-2.28 1/1/2012
0.23 5/1/2018
26.79 6/1/2004
12.85 12/1/2014
11.57 5/1/2019
-0.33 3/1/2015
18.94 1/1/2009
15.73 7/1/2016
19.15 10/1/2012
22.74 9/1/2013
13.03 2/1/1999
20.81 5/1/2017
3.29 2/1/2010
0.21 11/1/2012
7.73 5/1/2019
4.38 3/1/1998
7.37 2/1/2019
3.82 10/1/2016
3.51 10/1/2011
7.04 3/1/2015
6.41 4/1/2013
4.45 7/1/2016
-4.39 10/1/2014
6.42 11/1/2015
3.58 3/1/2017
7.38 9/1/2009
7.08 9/1/2009
6.08 1/1/2017
6.08 8/1/2016
5.78 10/1/1991
6.29 4/1/2016
14.89 2/1/2010
3.34 10/1/2006
3.34 3/1/1998
-20.18 4/1/2019
12.56 9/1/1997
6.38 7/1/2007
-5.00 12/1/2019
2.03 1/1/2019
3.80 5/1/2015