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
-4.27%

Programs

CTA / Program YTD Inception
-17.20 11/1/1996
-18.39 11/1/1996
-20.27 10/1/2012
14.49 1/1/2022
-8.46 9/1/2013
-8.11 5/1/2022
14.55 10/1/2005
8.31 2/1/2016
5.34 11/1/2020
-12.71 1/1/2022
10.87 10/1/2005
-11.41 1/1/2015
-7.19 5/1/2006
-5.82 1/1/2022
-1.25 7/1/2022
-1.51 5/1/2014
-4.00 3/1/1998
-3.28 11/1/2012
-10.63 2/1/2007
6.48 6/1/2007
8.08 2/1/2021
-18.76 4/1/2018
1.23 2/1/2008
1.75 9/1/1997
1.23 3/1/2022
-0.02 1/1/2017
9.05 3/1/2019
-3.50 2/1/2021
18.69 1/1/2005
-4.73 1/1/2014
-1.36 9/1/2017
-4.99 8/1/2013
1.02 2/1/2017
-1.99 2/1/2010
4.94 7/1/2017
-10.86 12/1/2009
-5.65 1/1/1985
-2.00 7/1/2021
-7.25 9/1/1997
-46.65 5/1/1999
-4.78 7/1/2016
-2.66 1/1/2012
3.10 7/1/2014
-0.97 5/1/2006
-2.13 4/1/2017
-17.93 8/1/1999
-17.12 1/1/1995
-6.98 1/1/2017
1.14 4/1/2023
-7.11 1/1/2022
-0.83 2/1/2022
4.08 7/1/2013
-3.97 4/1/2018
-3.95 11/1/2021
-11.76 11/1/2012
21.43 6/1/2023
-0.50 4/1/2000
5.69 10/1/2020
-1.07 6/1/2020
-1.42 2/1/2018
-18.04 8/1/2012
8.83 12/1/2014
9.55 12/1/2019
-16.23 6/1/2023
-8.36 6/1/2009
-13.51 8/1/2015
5.56 8/1/2022
-9.48 11/1/2019
-11.03 1/1/2017
10.70 3/1/2007
-0.38 4/1/2020
-8.94 6/1/2015
-6.13 1/1/2014
-3.09 11/1/2020
2.40 8/1/2021
-11.76 2/1/1999
-9.66 10/1/2012
-5.63 3/1/2017
-12.18 5/1/2014
1.25 10/1/2009
-2.54 11/1/2018
-5.09 3/1/1998
16.88 2/1/2019
-8.92 8/1/2017
-6.77 1/1/2018
-6.99 3/1/1998
-6.23 1/1/2005
-4.60 4/1/2019
-21.50 5/1/1997
-2.13 1/1/2015
-5.11 5/1/2014
-5.26 8/1/2021
-36.78 8/1/2008
-2.45 5/1/2005
5.46 12/1/2018
-0.89 3/1/2013
-0.69 7/1/2016
-6.04 7/1/2019
-6.22 6/1/2021
-5.09 10/1/2006