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
1.98%

Programs

CTA / Program YTD Inception
26.00 8/1/2021
6.95 11/1/2019
1.69 10/1/2003
39.29 1/1/2022
-1.43 10/1/2018
22.80 10/1/2012
10.55 12/1/2018
17.22 2/1/2010
10.41 1/1/2022
12.72 8/1/2016
18.16 3/1/2022
-1.98 5/1/2017
11.99 1/1/2017
5.24 8/1/2022
1.39 12/1/2014
5.61 11/1/2020
3.00 2/1/2016
8.38 10/1/2020
8.23 3/1/2015
3.84 1/1/2021
2.22 8/1/2018
10.73 5/1/2022
-2.09 1/1/2012
5.29 1/1/2014
1.77 2/1/2022
5.36 3/1/2015
1.80 1/1/2007
10.93 4/1/2016
2.12 4/1/2018
13.87 1/1/2013
18.72 12/1/2020
2.37 9/1/1997
8.23 4/1/2019
-9.13 5/1/2014
6.52 2/1/2010
-2.80 5/1/2013
7.38 2/1/2014
2.03 9/1/2022
-6.42 1/1/2015
4.18 2/1/2017
4.01 1/1/2014
-0.64 5/1/2006
0.51 5/1/2017
5.14 4/1/2019
0.46 7/1/2022
1.78 2/1/2016
-5.53 3/1/2013
4.62 11/1/2015
-13.13 7/1/2013
-11.64 1/1/2015
-2.16 2/1/2021
-6.31 7/1/2016
4.27 4/1/2003
3.16 1/1/1991
1.93 7/1/2016
10.50 4/1/2014
8.83 1/1/2019
11.78 6/1/2021
-1.01 7/1/2016
14.12 6/1/2007
-6.29 3/1/1998
-10.15 5/1/2006
7.27 3/1/1998
3.41 9/1/1997
-6.17 5/1/2013
-6.14 10/1/2016
-7.71 5/1/2014
4.69 9/1/2009
-16.32 1/1/2017
-8.44 3/1/1998
-8.44 10/1/2006
-5.61 4/1/2021
13.39 9/1/2013
12.78 12/1/2019
0.88 7/1/2016
9.33 1/1/2011
10.69 8/1/2018
7.33 10/1/2009
1.02 2/1/1999
-3.60 10/1/2006
-22.32 6/1/2016
-3.33 8/1/2010
9.83 3/1/1998
-14.01 11/1/2020
-0.32 6/1/2010
-5.29 6/1/2007
-0.19 3/1/2019
-0.39 7/1/2016
-5.60 7/1/2019
-2.83 5/1/2012
-1.73 8/1/1999
-0.89 11/1/2020
-9.90 11/1/1996
-3.19 6/1/2013
4.76 1/1/2005
5.10 10/1/2020
-11.47 11/1/1996
4.65 1/1/2014
11.31 12/1/2019
-2.62 1/1/1995