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
3.21%

Programs

CTA / Program YTD Inception
108.15 1/1/2017
-25.14 5/1/1999
64.02 1/1/2005
69.16 10/1/2005
7.18 12/1/2023
63.63 10/1/2005
72.18 1/1/2017
-1.02 6/1/2023
5.47 10/1/2018
12.76 8/1/2021
-10.89 10/1/2012
-1.70 1/1/1995
29.41 1/1/2022
-7.61 2/1/2010
14.70 2/1/2016
-31.27 1/1/2011
7.04 10/1/2003
-4.49 4/1/2018
-4.74 8/1/1999
1.19 2/1/2014
2.29 11/1/1984
1.33 4/1/2014
-3.91 12/1/1998
10.68 10/1/2020
46.41 4/1/2023
-6.26 8/1/2016
-6.26 1/1/2017
-1.78 2/1/1999
0.53 4/1/2016
5.77 8/1/2022
15.31 1/1/2014
1.41 4/1/2018
5.85 10/1/2009
1.83 10/1/2011
2.45 7/1/2023
3.39 1/1/2013
20.67 5/1/2001
28.43 8/1/2018
22.93 2/1/2019
-7.13 12/1/2009
-7.59 12/1/2009
2.81 8/1/2018
-1.72 2/1/2021
9.28 1/1/2014
9.28 1/1/2005
2.97 7/1/2022
-9.16 6/1/2004
-3.17 4/1/2019
4.67 3/1/2015
4.34 3/1/2022
-8.81 11/1/1996
-2.56 9/1/1997
9.92 11/1/2012
5.38 7/1/2017
1.71 1/1/1991
-2.06 2/1/2020
-10.61 11/1/1996
17.42 2/1/2016
14.02 1/1/2017
1.01 2/1/2022
16.37 7/1/2023
12.10 1/1/2017
-10.08 10/1/2010
12.80 11/1/2020
-4.08 10/1/2012
4.22 4/1/2017
-1.91 9/1/2013
3.19 4/1/2023
7.58 11/1/2015
-2.71 1/1/2022
7.84 1/1/2012
-6.10 7/1/2016
-1.24 7/1/2016
7.78 4/1/2013
2.40 5/1/2006
-0.97 1/1/2020
3.64 10/1/2009
-11.13 7/1/2016
5.97 6/1/2013
-0.83 6/1/2020
9.08 12/1/2019
1.32 7/1/2016
4.35 1/1/2012
1.49 2/1/2017
1.59 1/1/2014
1.51 4/1/2023
1.25 6/1/2007
23.71 6/1/2023
27.24 6/1/2010
-15.56 10/1/2006
11.17 3/1/2019
-9.56 5/1/2014
-3.28 2/1/2010
-12.47 7/1/2017
-16.50 1/1/2022
0.82 5/1/2006
-6.36 6/1/2009
9.37 5/1/2014
-1.51 6/1/2023
-13.93 1/1/2015