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
2.83%

Programs

CTA / Program YTD Inception
82.95 5/1/1999
-2.58 9/1/2022
-4.91 1/1/1985
8.30 1/1/2007
1.10 10/1/2003
-34.41 4/1/2012
16.11 11/1/2020
9.41 1/1/2011
11.71 1/1/1991
4.98 1/1/2018
5.46 4/1/2019
-9.06 11/1/2018
-0.83 12/1/2009
29.86 10/1/2012
6.76 4/1/2003
-8.16 9/1/1995
1.18 6/1/2010
1.54 10/1/2006
20.62 3/1/2022
-4.78 3/1/1998
4.56 5/1/1997
4.80 9/1/2022
-4.74 10/1/2016
11.26 10/1/2020
-7.24 5/1/2006
42.16 2/1/2021
-7.54 3/1/1998
-7.54 10/1/2006
-7.30 1/1/2015
-2.88 6/1/2007
5.90 1/1/1995
6.71 2/1/1999
-3.67 10/1/2018
6.74 8/1/1999
-2.91 12/1/2009
-1.52 3/1/2002
12.49 4/1/2019
11.74 6/1/2021
8.98 1/1/2011
21.59 4/1/2013
7.04 3/1/2015
-10.35 11/1/2012
20.81 11/1/2015
15.31 12/1/2018
-1.03 12/1/2014
-3.41 6/1/2004
-5.29 7/1/2016
7.84 11/1/1984
0.87 5/1/2006
13.80 12/1/2019
-27.58 6/1/2016
2.80 2/1/2022
-5.94 5/1/2014
7.74 12/1/1998
4.93 10/1/2011
3.01 1/1/2014
-2.93 5/1/2014
14.16 6/1/2007
-9.95 10/1/2010
-2.00 6/1/2013
2.58 4/1/2018
3.29 7/1/2016
0.98 9/1/2009
32.50 8/1/2021
3.49 7/1/2016
7.16 11/1/2019
-4.69 4/1/2014
-1.95 2/1/2021
2.98 7/1/2022
2.86 9/1/1997
3.76 9/1/1997
9.48 3/1/2015
19.37 7/1/2017
19.03 1/1/2013
-3.29 10/1/2012
-2.50 6/1/2020
-8.97 5/1/2014
-1.50 7/1/2020
-2.80 5/1/2013
8.02 1/1/2012
3.61 1/1/2021
0.68 2/1/2020
-3.84 5/1/2017
-9.60 5/1/2005
3.28 1/1/2010
10.71 4/1/2016
2.36 2/1/2016
12.36 1/1/2017
13.13 8/1/2016
8.12 10/1/2009
17.19 2/1/2010
2.96 2/1/2017
0.66 1/1/2022
2.30 4/1/2017
2.78 1/1/2014
-5.66 7/1/2021
4.03 1/1/2012
7.57 1/1/2014
7.68 1/1/2005
13.09 4/1/2000