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
N/A

Programs

CTA / Program YTD Inception
-10.10 11/1/1996
-3.91 12/1/1998
2.45 7/1/2023
5.13 9/1/1995
108.15 1/1/2017
7.25 3/1/2015
-2.30 1/1/2021
-1.91 9/1/2013
4.22 4/1/2017
-4.74 8/1/1999
-1.70 1/1/1995
14.02 1/1/2017
3.19 4/1/2023
-16.50 1/1/2022
1.01 2/1/2022
4.10 7/1/2013
1.41 4/1/2018
23.71 6/1/2023
10.68 10/1/2020
-0.83 6/1/2020
2.35 12/1/2014
-8.81 11/1/1996
37.90 5/1/2023
-1.02 6/1/2023
-6.36 6/1/2009
21.50 10/1/2023
5.77 8/1/2022
-6.26 1/1/2017
3.77 1/1/2018
9.28 1/1/2014
12.80 11/1/2020
12.76 8/1/2021
-1.78 2/1/1999
-4.08 10/1/2012
-9.56 5/1/2014
3.64 10/1/2009
-14.27 11/1/2018
22.93 2/1/2019
29.41 1/1/2022
-11.68 3/1/1998
9.28 1/1/2005
-3.17 4/1/2019
-17.41 5/1/1997
-1.88 8/1/2021
-7.78 5/1/2005
11.83 12/1/2018
7.18 12/1/2023
-1.24 7/1/2016
6.13 7/1/2019
-7.99 6/1/2021
-11.13 7/1/2016
1.32 7/1/2016
-6.10 7/1/2016
4.35 9/1/2023
5.97 6/1/2013
-12.47 7/1/2017
2.97 9/1/2009
16.37 7/1/2023
28.43 8/1/2018
1.71 1/1/1991
10.25 1/1/2007
15.31 1/1/2014
-14.19 5/1/2017
-7.10 1/1/2016
-31.27 1/1/2011
0.53 4/1/2016
14.70 2/1/2016
12.10 1/1/2017
-15.82 1/1/2019
-5.77 4/1/2003
1.19 2/1/2014
9.08 12/1/2019
3.39 1/1/2013
4.67 3/1/2015
7.58 11/1/2015
-7.13 12/1/2009
-2.06 2/1/2020
1.51 4/1/2023
20.67 5/1/2001
-23.82 1/1/2019
7.04 10/1/2003
-11.40 5/1/2022
63.63 10/1/2005
17.42 2/1/2016
6.61 11/1/2020
12.34 2/1/2017
69.16 10/1/2005
-13.93 1/1/2015
0.82 5/1/2006
-2.71 1/1/2022
2.97 7/1/2022
9.37 5/1/2014
9.92 11/1/2012
-6.87 2/1/2007
7.42 6/1/2007
-4.49 4/1/2018
2.75 9/1/1997
4.34 3/1/2022
0.45 1/1/2017
11.17 3/1/2019