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
6.38%

Programs

CTA / Program YTD Inception
11.43 1/1/2019
21.27 8/1/2008
10.42 10/1/2012
20.37 4/1/2023
6.86 9/1/2013
6.34 4/1/2023
-1.60 2/1/2017
-1.45 1/1/2014
3.47 2/1/1999
5.46 4/1/2018
4.78 1/1/1995
29.08 1/1/2011
4.66 8/1/1999
-0.86 12/1/2019
0.18 1/1/2005
3.10 9/1/2023
-3.70 8/1/1991
6.67 6/1/2010
4.73 10/1/2006
14.25 11/1/1984
7.60 4/1/2023
0.33 4/1/2013
56.08 5/1/1999
0.83 7/1/2016
5.60 1/1/2012
9.82 7/1/2014
31.08 1/1/2017
6.68 6/1/2007
5.06 3/1/1998
0.64 1/1/2021
16.97 4/1/2014
0.95 10/1/2009
-5.55 2/1/2010
6.42 10/1/2010
-5.47 1/1/2011
6.76 10/1/2011
5.00 1/1/2012
-1.61 12/1/2020
3.71 6/1/2004
14.08 1/1/2020
21.08 10/1/2018
1.23 8/1/2018
1.90 8/1/2016
4.62 1/1/2013
2.62 3/1/2003
1.14 3/1/2015
0.25 11/1/2015
2.51 12/1/2009
-0.51 2/1/2020
0.25 2/1/2010
-2.26 7/1/2017
2.51 12/1/2009
14.51 1/1/1985
7.52 9/1/1997
5.66 2/1/2008
0.49 9/1/1997
3.44 1/1/2006
5.14 3/1/2022
16.02 1/1/2017
-6.34 3/1/2019
6.25 2/1/2021
0.10 1/1/2014
19.36 5/1/2001
-5.48 1/1/2019
4.59 10/1/2003
26.47 10/1/2005
3.13 2/1/2016
5.46 11/1/2020
2.43 8/1/2017
5.70 2/1/2017
32.39 10/1/2005
2.98 1/1/2015
3.87 1/1/2022
-1.34 7/1/2022
12.46 5/1/2014
4.31 11/1/2012
1.99 2/1/2007
4.04 6/1/2007
5.47 2/1/2021
-2.32 2/1/2017
6.41 6/1/2013
3.40 3/1/2011
2.51 7/1/2017
0.91 9/1/2009
4.27 7/1/2023
-0.06 3/1/2003
13.97 8/1/2018
9.43 8/1/2010
1.54 1/1/1991
0.29 1/1/2007
10.86 1/1/2014
-4.35 5/1/2017
0.34 1/1/2016
2.11 1/1/2011
3.02 4/1/2016
18.65 2/1/2016
13.10 1/1/2017
-0.53 8/1/2019
-3.60 1/1/2019
-0.29 4/1/2003