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
4.76%

Programs

CTA / Program YTD Inception
-12.89 11/1/2020
-8.72 1/1/2005
16.81 8/1/2017
9.91 12/1/2019
20.54 11/1/2016
-8.48 12/1/2019
-0.07 1/1/2018
-0.39 11/1/2020
7.03 10/1/2020
0.64 1/1/2014
0.47 2/1/2017
12.16 10/1/2012
5.66 1/1/2012
9.20 5/1/2013
-17.18 4/1/2019
12.71 9/1/1997
9.03 7/1/2007
-31.28 3/1/2002
14.72 2/1/2016
15.08 5/1/2014
45.27 6/1/2017
9.55 2/1/2020
13.88 1/1/2011
11.54 1/1/2016
5.98 3/1/1998
0.53 7/1/2016
2.67 7/1/2016
3.56 10/1/2020
8.88 3/1/1998
0.81 7/1/2016
6.51 3/1/1998
5.48 10/1/2016
3.48 5/1/2019
5.48 3/1/1998
5.48 10/1/2006
-22.05 3/1/2002
40.09 12/1/1998
11.12 6/1/2007
29.38 2/1/2007
-6.24 10/1/2020
4.32 1/1/2002
-3.20 11/1/2012
6.46 5/1/2014
11.61 2/1/1999
12.59 1/1/2005
12.59 1/1/2014
4.76 5/1/2019
-14.94 10/1/2020
7.91 9/1/2013
1.18 11/1/2015
-36.88 10/1/2002
0.47 4/1/2013
24.96 4/1/2014
18.23 8/1/1999
19.30 1/1/1995
9.33 1/1/2011
1.43 4/1/2020
-1.71 4/1/2012
15.01 5/1/2013
25.46 1/1/2014
77.61 5/1/1999
16.02 7/1/2016
-3.83 7/1/2014
28.73 1/1/2014
24.65 9/1/2017
14.61 7/1/2019
14.96 4/1/1993
4.28 2/1/2010
-4.79 7/1/2020
13.16 4/1/2017
-4.28 6/1/2018
15.96 12/1/2009
35.09 1/1/1985
-13.80 7/1/2016
-8.22 10/1/2019
16.17 9/1/1997
31.25 1/1/2019
35.34 8/1/1990
8.22 7/1/2013
-17.86 3/1/2011
44.95 2/1/2019
6.32 5/1/2014
-10.60 7/1/2017
13.84 6/1/2007
6.58 5/1/2020
-7.22 2/1/2008
3.97 10/1/2011
59.88 5/1/2014
-1.02 1/1/2017
103.04 6/1/1994
-31.68 12/1/2014
4.85 5/1/2019
14.62 5/1/2017
20.14 7/1/2017
10.08 9/1/2009
9.46 9/1/2009
-17.01 3/1/2003
-15.52 8/1/2018
-22.13 8/1/2010
11.04 1/1/2011