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
5.09%

Programs

CTA / Program YTD Inception
11.43 1/1/2019
34.82 10/1/2018
7.31 1/1/2018
21.27 8/1/2008
10.42 10/1/2012
20.37 4/1/2023
8.98 8/1/2021
6.86 9/1/2013
21.28 2/1/2016
2.42 4/1/2013
2.21 11/1/2015
6.34 4/1/2023
0.34 4/1/2003
0.41 1/1/2021
0.69 2/1/2022
-1.60 2/1/2017
-1.45 1/1/2014
0.11 1/1/2007
7.55 7/1/2016
10.92 7/1/2016
2.03 7/1/2017
3.47 2/1/1999
5.46 4/1/2018
4.78 1/1/1995
2.27 3/1/1998
29.08 1/1/2011
6.45 12/1/1998
4.66 8/1/1999
12.67 4/1/2014
2.89 3/1/1998
2.00 6/1/2010
-0.86 12/1/2019
0.18 1/1/2005
0.07 1/1/2014
-0.47 7/1/2019
3.10 9/1/2023
-0.11 1/1/2014
-3.70 8/1/1991
-8.54 11/1/2012
1.99 2/1/2007
4.04 6/1/2007
5.47 2/1/2021
2.11 1/1/2011
3.02 4/1/2016
2.51 12/1/2009
-0.51 2/1/2020
19.36 5/1/2001
-5.48 1/1/2019
4.59 10/1/2003
26.47 10/1/2005
3.13 2/1/2016
5.46 11/1/2020
2.43 8/1/2017
5.70 2/1/2017
32.39 10/1/2005
2.98 1/1/2015
3.87 1/1/2022
-1.34 7/1/2022
12.46 5/1/2014
-4.35 5/1/2017
0.34 1/1/2016
13.10 1/1/2017
-0.53 8/1/2019
-3.60 1/1/2019
4.62 1/1/2013
2.62 3/1/2003
1.14 3/1/2015
0.51 1/1/2012
0.67 2/1/2014
5.53 9/1/2023
31.08 1/1/2017
6.68 6/1/2007
4.73 10/1/2006
14.25 11/1/1984
7.60 4/1/2023
0.95 10/1/2009
-5.55 2/1/2010
6.42 10/1/2010
-5.47 1/1/2011
6.76 10/1/2011
5.00 1/1/2012
-1.61 12/1/2020
3.71 6/1/2004
14.08 1/1/2020
5.66 2/1/2008
0.49 9/1/1997
3.44 1/1/2006
5.14 3/1/2022
16.02 1/1/2017
-6.34 3/1/2019
6.25 2/1/2021
0.10 1/1/2014
0.25 2/1/2010
-2.26 7/1/2017
2.51 12/1/2009
14.51 1/1/1985
7.52 9/1/1997
56.08 5/1/1999
0.83 7/1/2016
5.60 1/1/2012