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
-0.05%

Programs

CTA / Program YTD Inception
1.56 8/1/2017
-3.50 4/1/2000
30.73 6/1/2017
24.86 5/1/2013
-6.65 5/1/2019
3.89 3/1/2007
15.68 7/1/2019
-1.46 11/1/2016
-8.64 10/1/2020
10.03 4/1/2019
-3.85 5/1/2019
-1.02 4/1/2017
12.71 1/1/2013
-10.78 6/1/2015
-0.22 9/1/2019
-5.58 5/1/2005
-5.89 5/1/2013
0.19 3/1/1998
0.15 10/1/2016
16.94 10/1/2012
-2.23 10/1/2006
-2.23 3/1/1998
9.45 11/1/2015
10.71 4/1/2013
13.85 9/1/2013
15.18 12/1/2018
-16.86 11/1/2019
9.21 9/1/1997
7.35 10/1/2018
8.10 5/1/2018
11.59 2/1/2016
-11.62 11/1/2007
-0.96 7/1/2013
10.26 3/1/2015
19.09 11/1/2016
-10.05 3/1/2021
14.30 1/1/2020
-2.13 4/1/2016
-4.64 1/1/2005
10.09 1/1/2012
9.66 3/1/2015
8.70 10/1/2020
-2.87 10/1/2020
4.05 2/1/2021
0.04 8/1/1990
4.29 1/1/2014
0.84 1/1/2020
4.08 2/1/2017
9.03 1/1/2015
-12.44 9/1/2009
-2.75 8/1/2018
-9.38 11/1/2017
3.94 4/1/2014
7.08 11/1/2017
2.98 10/1/2020
-0.54 11/1/2018
1.26 7/1/2007
-8.22 1/1/2021
-4.22 5/1/2012
-3.76 5/1/2012
3.38 1/1/2011
-0.94 1/1/2020
-3.34 11/1/2020
-2.12 4/1/2019
-0.43 1/1/2014
-0.26 10/1/2006
4.53 2/1/2021
-1.55 10/1/2009
4.09 9/1/1997
5.07 10/1/2020
-10.56 11/1/2012
9.65 3/1/2003
1.64 1/1/2019
5.81 1/1/2014
5.81 1/1/2005
3.73 12/1/2009
6.09 2/1/2016
6.41 1/1/2017
4.97 1/1/2019
6.41 8/1/2016
3.07 12/1/2009
5.41 5/1/2014
0.68 4/1/2018
12.93 5/1/2020
-4.64 6/1/2010
-3.51 6/1/2020
2.97 3/1/2002
6.07 12/1/1998
0.68 1/1/2020
4.99 4/1/1994
-15.24 6/1/2007
0.06 2/1/2020
6.59 1/1/2014
2.84 1/1/2021
-3.08 7/1/2020
3.48 9/1/2018
-1.76 7/1/2016
-2.10 3/1/2017
6.21 1/1/1995
-4.69 12/1/2020