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
6.55%

Programs

CTA / Program YTD Inception
-1.42 9/1/2018
42.47 2/1/2017
8.34 3/1/2003
15.21 9/1/2018
4.11 11/1/1984
3.23 6/1/2010
37.51 1/1/2020
6.04 10/1/2005
-5.65 1/1/2018
29.00 10/1/2012
5.27 1/1/2017
23.10 6/1/2017
25.96 3/1/2007
40.38 1/1/2011
-7.16 1/1/2017
-0.45 10/1/2005
19.02 4/1/2014
4.00 5/1/2013
1.63 5/1/2017
1.65 12/1/2014
21.32 5/1/2001
-23.87 8/1/2012
65.82 5/1/2015
2.52 10/1/2011
12.15 5/1/2016
16.36 10/1/2011
37.60 4/1/2012
8.97 12/1/1998
10.09 6/1/2018
38.56 9/1/1997
11.37 12/1/2018
8.93 1/1/2020
13.78 10/1/2009
10.07 3/1/2015
21.50 8/1/1990
1.43 2/1/2010
-2.14 3/1/2017
-4.35 5/1/2019
15.61 2/1/2016
8.79 11/1/2015
5.56 6/1/2018
4.44 8/1/2018
10.32 1/1/2017
13.56 3/1/2015
27.80 4/1/2016
16.50 3/1/1998
16.19 10/1/2016
32.93 5/1/1999
5.63 5/1/2018
5.60 3/1/1996
1.77 12/1/2009
3.14 4/1/2017
-0.98 1/1/2017
-0.98 8/1/2016
1.55 12/1/2009
3.19 10/1/2014
12.61 3/1/1998
12.61 10/1/2006
1.58 3/1/2002
9.46 1/1/2017
9.31 1/1/2015
0.22 3/1/2013
12.43 1/1/2014
12.15 2/1/2017
6.37 7/1/2007
36.09 6/1/2001
7.66 7/1/2013
12.41 5/1/2014
11.13 3/1/2003
19.35 9/1/1995
1.62 1/1/2011
-12.72 1/1/2005
1.51 6/1/2009
-3.98 2/1/2018
-0.28 1/1/2019
0.14 3/1/1998
5.27 1/1/2017
-1.84 10/1/2002
1.64 12/1/2015
-2.31 7/1/2005
13.41 1/1/2018
18.49 7/1/2013
7.60 4/1/2013
3.71 2/1/2010
7.21 11/1/2015
10.79 9/1/2003
10.59 11/1/2012
7.63 6/1/2013
-9.02 1/1/2015
4.80 5/1/2013
-0.71 1/1/2012
-0.51 5/1/2014
10.40 10/1/2019
-19.50 9/1/2016
-12.71 1/1/2016
0.81 7/1/2019
5.83 4/1/2016
3.02 2/1/2016
40.81 11/1/1996
5.77 1/1/2012