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
2.93%

Programs

CTA / Program YTD Inception
48.63 5/1/1999
20.98 8/1/2008
37.68 6/1/1994
30.67 11/1/1984
20.12 1/1/2011
14.58 7/1/2014
16.85 1/1/2014
14.28 3/1/2022
9.63 1/1/1985
5.55 3/1/2022
17.78 6/1/2018
13.12 5/1/1997
6.95 4/1/2000
14.56 10/1/2011
13.96 1/1/1995
9.23 7/1/2017
12.88 8/1/1999
16.01 11/1/2017
9.78 2/1/2019
13.47 12/1/1998
8.86 7/1/2019
-4.37 4/1/2012
4.78 10/1/1991
3.78 5/1/2014
9.08 2/1/1999
8.40 2/1/2007
12.56 9/1/2013
6.61 4/1/2014
6.78 9/1/1997
0.81 8/1/2010
0.27 3/1/2002
7.33 10/1/2019
10.54 6/1/2010
7.83 1/1/2005
6.05 10/1/2002
5.42 1/1/2017
5.42 8/1/2016
10.51 1/1/2013
-0.86 3/1/1998
2.54 1/1/2019
5.69 11/1/1996
-1.53 4/1/2017
5.29 11/1/1996
3.58 10/1/2012
3.04 12/1/2019
-0.24 1/1/2015
3.71 1/1/1996
-0.11 11/1/2018
0.36 6/1/2004
4.25 3/1/2002
-0.59 5/1/2014
1.74 6/1/2007
-0.37 3/1/1998
-3.98 9/1/1995
1.91 1/1/2019
4.27 10/1/2020
3.01 4/1/2014
2.19 11/1/2020
1.19 2/1/2020
5.17 1/1/2014
1.89 10/1/2009
2.17 1/1/2020
6.32 4/1/2019
4.00 10/1/2012
5.39 9/1/2018
2.86 1/1/2011
6.12 1/1/1991
-1.15 11/1/2020
1.29 2/1/2017
1.32 1/1/2014
3.72 12/1/2018
0.96 6/1/2009
1.74 12/1/2019
2.97 3/1/1998
0.90 6/1/2015
7.73 2/1/2014
2.34 10/1/2016
4.80 2/1/2010
0.12 1/1/2019
-0.31 6/1/2013
2.53 1/1/2021
1.37 11/1/2015
0.39 8/1/2018
1.83 10/1/2006
1.83 3/1/1998
3.13 1/1/2020
0.64 1/1/2015
2.72 2/1/2016
1.61 2/1/2017
0.06 11/1/2016
-1.17 1/1/2022
-6.38 1/1/2009
1.65 3/1/2015
1.95 10/1/2020
1.12 5/1/2012
1.29 1/1/2021
1.52 3/1/2015
0.17 2/1/2016
1.75 1/1/2022
3.14 6/1/2021