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
2.80%

Programs

CTA / Program YTD Inception
64.02 1/1/2005
7.18 12/1/2023
-1.02 6/1/2023
5.47 10/1/2018
-10.89 10/1/2012
-1.70 1/1/1995
29.41 1/1/2022
14.70 2/1/2016
-31.27 1/1/2011
7.04 10/1/2003
-4.49 4/1/2018
-4.74 8/1/1999
1.19 2/1/2014
2.29 11/1/1984
1.33 4/1/2014
-3.91 12/1/1998
10.68 10/1/2020
-6.26 1/1/2017
-6.26 8/1/2016
-1.78 2/1/1999
0.62 4/1/2016
15.31 1/1/2014
1.41 4/1/2018
5.85 10/1/2009
1.83 10/1/2011
2.45 7/1/2023
3.39 1/1/2013
28.43 8/1/2018
22.93 2/1/2019
-1.72 2/1/2021
9.28 1/1/2014
9.28 1/1/2005
2.97 7/1/2022
-3.17 4/1/2019
4.67 3/1/2015
4.34 3/1/2022
-8.81 11/1/1996
-2.56 9/1/1997
9.92 11/1/2012
1.71 1/1/1991
-2.06 2/1/2020
-10.61 11/1/1996
17.42 2/1/2016
1.01 2/1/2022
16.37 7/1/2023
12.80 11/1/2020
4.22 4/1/2017
-1.91 9/1/2013
3.19 4/1/2023
7.58 11/1/2015
-2.71 1/1/2022
-6.10 7/1/2016
-1.24 7/1/2016
7.78 4/1/2013
2.40 5/1/2006
-0.97 1/1/2020
-11.13 7/1/2016
5.97 6/1/2013
9.08 12/1/2019
1.32 7/1/2016
1.49 2/1/2017
1.59 1/1/2014
1.51 4/1/2023
1.25 6/1/2007
23.71 6/1/2023
27.24 6/1/2010
11.17 3/1/2019
-9.56 5/1/2014
-12.47 7/1/2017
0.82 5/1/2006
-6.36 6/1/2009
9.37 5/1/2014
-13.93 1/1/2015
1.96 1/1/1985
0.45 1/1/2017
-7.99 6/1/2021
6.61 11/1/2020
4.10 7/1/2013
-11.40 5/1/2022
4.35 9/1/2023
-11.29 1/1/2011
-17.41 5/1/1997
6.13 7/1/2019
12.34 2/1/2017
-6.75 3/1/1998
-14.19 5/1/2017
-1.88 8/1/2021
2.35 12/1/2014
-11.68 3/1/1998
-7.10 1/1/2016
4.12 1/1/2011
11.20 1/1/2007
-1.67 8/1/2010
-1.32 9/1/2023
11.63 1/1/2017
10.26 8/1/2019
-15.34 1/1/2019
-7.03 4/1/2003
3.52 1/1/2012
54.08 10/1/2005