First of all, best wishes for 2026! The start of the year certainly started with a bang.
As part of our annual exercise, we have now reconstituted our daily indices and reformed them for 2026. These are largely based on public US vehicles and do not always mirror their counterparts in other domiciles or with monthly liquidity.
As a new index for 2026, we have also decided to track the CTA ETF community, a new way of distributing the strategy to primarily retail investors. To give the index a bit of history, we backtracked performance for 2025, which we may remove at a later stage, given sufficient history. Our preliminary observation is that this is largely the same as the Daily CTA Index, highly correlated, and marginally better results. Currently, we are tracking 14 different ETFs. The index is currently in beta phase, and we may change a few funds within the first 30 days. For the time being, this index can be tracked via the CTA Index page.
To check out the index developments and results, please click the respective button below.
You can download the data directly from each page by freely “purchasing” the download from the store.
The number of daily funds we are tracking has declined somewhat. The largest decrease seems to have happened in the Equity LS segment, closely followed by daily liquid CTA mutual funds (which have partially moved to the ETF segment). Crypto strategies have gone full cycle.
We will also be reconstituting the monthly indices on the 31st of January. Please ensure that we have your December 2025 return before the end of the month. If your strategy is not listed, please submit it here.