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
4.69%

Programs

CTA / Program YTD Inception
167.68 1/1/2017
-9.89 5/1/1999
-10.12 8/1/2008
32.13 5/1/2001
84.38 10/1/2005
11.66 9/1/2023
74.43 10/1/2005
83.37 1/1/2017
7.73 4/1/2023
3.31 8/1/2010
46.17 5/1/2023
11.34 10/1/2018
7.66 11/1/1984
12.74 12/1/2023
18.55 8/1/2021
6.51 4/1/2014
-4.35 11/1/1996
11.12 7/1/2019
-6.43 11/1/1996
-6.03 10/1/2010
19.15 1/1/2017
52.86 4/1/2023
16.92 1/1/2017
10.32 2/1/2017
-4.04 8/1/2017
2.78 1/1/2020
-0.37 12/1/1998
-28.89 1/1/2011
1.39 9/1/2013
5.02 4/1/2018
-3.76 2/1/2007
-9.65 7/1/2017
14.78 2/1/2021
18.37 2/1/2016
33.46 1/1/2022
12.99 11/1/2012
4.50 10/1/2011
5.17 7/1/2014
-8.72 10/1/2012
-0.34 9/1/1997
4.21 1/1/1985
-5.55 12/1/2009
-5.55 12/1/2009
10.57 8/1/2017
9.77 3/1/2007
-1.27 2/1/2010
3.28 2/1/2014
5.30 4/1/2023
3.27 6/1/2007
3.42 8/1/2023
9.13 10/1/2003
-13.97 10/1/2006
-16.00 10/1/1991
13.85 12/1/2018
5.25 1/1/2013
-12.39 1/1/2015
9.43 11/1/2015
9.63 4/1/2013
-8.13 1/1/2014
0.62 6/1/2023
14.62 11/1/2020
-6.92 12/1/2020
-6.64 6/1/2021
6.89 1/1/2010
-1.32 1/1/2022
9.34 1/1/2012
18.12 6/1/2023
10.85 5/1/2014
-7.99 6/1/2004
8.55 3/1/2015
3.04 1/1/1991
8.42 8/1/2013
-10.16 7/1/2016
27.26 6/1/2018
11.82 10/1/2020
13.47 2/1/2017
5.30 1/1/2012
-3.21 10/1/2012
24.04 2/1/2019
-5.40 7/1/2016
-8.81 5/1/2014
-1.06 8/1/2021
8.28 6/1/2007
-8.98 7/1/2016
4.95 4/1/2017
6.74 6/1/2013
-2.50 4/1/2019
-11.01 3/1/1998
-5.68 1/1/2017
4.96 3/1/2022
-5.68 8/1/2016
1.14 4/1/2016
3.00 7/1/2023
-6.25 3/1/1998
15.88 1/1/2014
-4.07 4/1/2018
5.11 3/1/2015
28.96 8/1/2018
9.71 1/1/2014
-11.07 5/1/2022