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
5.80%

Programs

CTA / Program YTD Inception
52.07 1/1/2017
56.08 5/1/1999
32.86 1/1/2011
12.48 8/1/2008
31.08 1/1/2017
23.55 1/1/2022
18.65 2/1/2016
32.39 10/1/2005
20.06 5/1/2023
21.08 10/1/2018
26.47 10/1/2005
13.12 5/1/1997
13.97 8/1/2018
9.43 8/1/2010
12.19 10/1/2023
10.86 1/1/2014
14.25 11/1/1984
8.46 8/1/1991
16.97 4/1/2014
6.67 6/1/2010
9.61 12/1/1998
13.10 1/1/2017
14.79 4/1/2023
13.36 1/1/2017
19.36 5/1/2001
14.08 1/1/2020
12.46 5/1/2014
5.70 2/1/2017
7.32 3/1/1998
4.31 11/1/2012
4.59 10/1/2003
7.77 8/1/1999
5.60 1/1/2012
-4.46 8/1/2015
7.31 1/1/1995
7.60 4/1/2023
5.14 3/1/2022
5.67 1/1/2005
5.67 1/1/2014
5.00 1/1/2012
1.90 8/1/2016
1.90 1/1/2017
7.32 4/1/2018
14.18 9/1/2023
4.28 9/1/2013
5.79 10/1/2012
9.73 8/1/2021
1.60 7/1/2016
4.73 10/1/2006
5.26 11/1/2018
1.93 3/1/2017
11.43 7/1/2016
7.18 5/1/2014
5.99 10/1/1991
0.29 1/1/2007
6.76 10/1/2011
2.51 7/1/2017
5.06 3/1/1998
1.09 10/1/2009
14.51 1/1/1985
2.62 3/1/2003
7.52 9/1/1997
3.96 4/1/2017
1.99 2/1/2007
3.99 12/1/2019
5.17 2/1/1999
6.41 6/1/2013
3.87 1/1/2022
6.68 6/1/2007
3.96 10/1/2012
7.78 7/1/2016
6.30 11/1/2021
5.47 2/1/2021
3.02 4/1/2016
6.80 11/1/1996
4.63 4/1/2023
6.25 2/1/2021
3.03 7/1/2023
3.71 6/1/2004
6.44 11/1/1996
4.27 7/1/2023
2.98 1/1/2015
2.39 8/1/2022
12.02 7/1/2013
2.13 10/1/2020
16.02 1/1/2017
-2.26 7/1/2017
6.32 11/1/2020
0.55 2/1/2022
3.13 2/1/2016
-0.06 3/1/2003
2.41 6/1/2023
11.98 1/1/2000
-0.29 4/1/2003
1.14 3/1/2015
1.23 8/1/2018
1.02 3/1/2015
6.08 7/1/2019
5.11 8/1/2021
0.57 6/1/2009