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
7.54%

Programs

CTA / Program YTD Inception
27.25 9/1/2018
7.29 1/1/2018
12.05 11/1/2007
6.92 9/1/2018
8.78 5/1/2015
11.37 8/1/2017
1.40 3/1/2011
59.94 4/1/2020
0.51 5/1/2020
-0.09 3/1/2017
9.39 1/1/2011
14.72 5/1/2017
2.99 3/1/2007
-33.07 5/1/2019
-3.12 12/1/2018
7.71 11/1/2016
12.81 10/1/2012
-6.26 1/1/2020
18.08 5/1/2014
14.32 1/1/2014
-6.72 10/1/2009
-15.03 2/1/2017
-1.39 10/1/2009
1.90 5/1/2013
12.98 5/1/2020
23.46 1/1/2015
6.64 6/1/2007
7.21 1/1/2012
5.23 12/1/2014
14.35 7/1/2016
-0.97 5/1/2020
-2.60 1/1/2012
-1.10 3/1/2015
5.23 4/1/2016
-16.34 10/1/2002
13.42 5/1/2020
7.95 5/1/2020
4.47 3/1/2015
2.24 1/1/2014
2.21 2/1/2017
-3.37 6/1/2018
4.40 1/1/2015
6.24 5/1/2018
1.10 10/1/2011
5.04 9/1/2015
4.23 11/1/2015
4.04 4/1/2013
21.63 10/1/2003
5.13 3/1/1998
-9.55 7/1/2013
10.64 4/1/2017
4.94 10/1/2016
4.57 10/1/2006
4.57 3/1/1998
1.09 1/1/2019
-10.09 1/1/2017
7.98 10/1/1991
29.16 12/1/1998
54.65 5/1/2014
-3.35 1/1/2018
-5.76 10/1/2014
11.54 1/1/2016
-11.57 3/1/2003
-16.25 3/1/2002
-0.15 1/1/2012
16.22 5/1/2001
-10.29 4/1/2019
7.61 6/1/2017
3.46 7/1/2016
5.89 3/1/1998
6.09 9/1/1997
5.34 7/1/2016
9.03 3/1/1998
-11.25 4/1/2014
-0.97 11/1/2016
-5.95 11/1/2015
13.91 2/1/2016
-12.42 3/1/2002
-8.62 2/1/2016
29.62 5/1/1997
4.81 5/1/2019
1.76 2/1/2010
21.18 2/1/1988
2.55 3/1/2017
-8.71 8/1/2018
18.18 7/1/2017
7.17 5/1/2019
7.16 3/1/1996
4.55 10/1/2018
19.88 1/1/2011
2.04 7/1/2016
0.14 12/1/2015
4.70 9/1/2009
7.39 9/1/2009
2.67 6/1/2001
-7.93 3/1/2019
0.95 1/1/2019
13.31 1/1/2005
13.31 1/1/2014
11.49 1/1/2017