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
4.36%

Programs

CTA / Program YTD Inception
18.07 12/1/2020
8.52 4/1/2014
-0.12 2/1/2010
-4.69 1/1/2015
14.75 2/1/2014
3.20 5/1/2020
19.09 9/1/2013
4.63 2/1/2016
14.53 10/1/2012
11.97 12/1/2018
4.96 10/1/2009
3.51 1/1/2020
29.28 5/1/2013
9.90 4/1/2016
4.02 11/1/2015
8.06 9/1/2018
5.91 1/1/1991
13.38 7/1/2017
5.27 8/1/2018
7.53 11/1/2016
7.36 12/1/2019
3.22 1/1/2019
6.67 1/1/2007
24.01 5/1/1997
-3.57 7/1/2016
-4.24 6/1/2019
7.76 5/1/2022
18.70 7/1/2014
1.17 7/1/2016
6.71 10/1/2020
5.00 3/1/2015
4.02 2/1/2017
-3.51 1/1/2015
4.78 3/1/2015
-6.38 7/1/2016
0.05 11/1/2020
5.76 10/1/2003
9.92 10/1/2020
1.07 2/1/2022
15.38 10/1/2002
4.41 9/1/2018
-2.80 5/1/2013
12.16 8/1/2021
4.59 11/1/2012
4.61 4/1/2017
1.39 9/1/1997
15.44 10/1/2006
2.58 1/1/2014
3.44 1/1/2022
4.28 10/1/2012
2.65 2/1/2017
3.14 5/1/2018
13.48 2/1/2019
0.00 6/1/2020
2.62 2/1/2021
-21.24 8/1/2012
0.48 5/1/2006
-12.66 1/1/2019
26.29 6/1/2018
-1.08 1/1/2021
-2.13 2/1/2016
-2.38 3/1/2013
10.63 6/1/2021
3.45 3/1/1998
8.75 3/1/2002
5.86 2/1/2010
8.17 1/1/2019
4.12 4/1/2003
1.48 6/1/2004
-3.88 5/1/2012
4.85 3/1/1998
14.48 4/1/2000
7.19 9/1/1997
10.25 1/1/2011
7.71 4/1/2019
62.27 2/1/2021
0.41 4/1/2017
-13.23 6/1/2015
12.06 1/1/2019
2.09 5/1/2014
-2.63 10/1/2018
16.44 1/1/2020
-2.21 12/1/2014
13.78 1/1/2013
-5.89 5/1/2005
-3.50 5/1/2006
10.13 2/1/2007
-11.05 1/1/2009
4.16 12/1/2019
3.75 5/1/2014
5.26 1/1/2022
4.18 11/1/1996
8.04 1/1/1996
5.77 5/1/2013
-0.30 6/1/2013
0.27 7/1/2022
3.14 11/1/1996
7.00 6/1/2007
25.08 3/1/2022
14.86 3/1/2002