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
53.98 3/1/2022
-8.33 6/1/2019
33.02 1/1/2022
19.01 1/1/2019
-20.98 8/1/2012
4.10 11/1/2020
23.48 1/1/2020
14.71 2/1/2010
11.51 1/1/2020
-0.23 1/1/1985
14.77 1/1/2014
25.97 1/1/2005
12.93 1/1/2019
6.33 3/1/2002
4.79 1/1/2011
8.62 10/1/1991
-0.80 6/1/2015
4.24 1/1/1991
15.68 12/1/2019
16.46 12/1/2019
19.30 7/1/2017
-4.46 5/1/2013
7.07 1/1/2021
11.80 1/1/2011
3.05 7/1/2016
7.43 2/1/2014
4.62 1/1/2014
4.26 1/1/2022
13.21 7/1/2014
4.61 2/1/2020
72.82 5/1/1999
12.76 3/1/1998
-3.67 12/1/2009
3.62 5/1/2014
-4.11 12/1/2009
19.44 10/1/2012
18.14 2/1/2019
10.27 8/1/2016
12.66 11/1/2015
5.82 4/1/2017
9.24 1/1/2005
9.24 1/1/2014
13.18 4/1/2013
3.14 7/1/2016
29.02 2/1/2021
9.83 1/1/2017
13.40 6/1/2021
9.91 10/1/2009
2.92 11/1/2020
13.27 8/1/2018
-3.89 5/1/2017
0.12 6/1/2004
2.15 9/1/2022
0.86 6/1/2013
-9.46 3/1/2007
-13.24 4/1/2012
9.03 3/1/1998
0.11 4/1/2014
15.95 6/1/2007
4.00 1/1/2021
2.12 8/1/1991
-14.69 1/1/2017
2.23 6/1/2009
5.86 2/1/2007
-3.49 4/1/2021
-0.15 10/1/2012
-3.02 10/1/2009
1.21 1/1/2010
-12.49 7/1/2013
0.83 5/1/2012
3.29 8/1/2022
-2.24 7/1/2019
-6.15 11/1/1996
10.24 1/1/2019
11.75 4/1/2014
6.68 9/1/2009
10.49 11/1/1984
-4.23 1/1/2017
-7.62 11/1/1996
11.58 12/1/1998
-9.26 5/1/2014
-6.39 10/1/2010
13.47 1/1/2013
-2.36 6/1/2007
4.20 1/1/2014
4.37 2/1/2017
6.46 2/1/2010
1.60 2/1/2016
10.39 4/1/2016
2.82 1/1/2021
1.33 8/1/2018
-3.93 1/1/2020
1.67 4/1/2018
8.07 4/1/2019
0.77 7/1/2022
6.05 10/1/2011
5.29 11/1/2015
7.01 10/1/2020
9.62 10/1/2020
0.46 7/1/2016