The statistic functions view organizes Beta function and supporting indicators around System1. It emphasizes statistical functions describing dispersion and variability while keeping volatility, risk, and performance context in view.Select Time Period to run this model.
The output start index for this execution was thirty-six with a total number of output elements of twenty-five. The Beta measures systematic risk based on how returns on System1 correlated with the market. If Beta is less than 0 System1 generally moves in the opposite direction as compared to the market. If System1 Beta is about zero movement of price series is uncorrelated with the movement of the benchmark. if Beta is between zero and one System1 is generally moves in the same direction as, but less than the movement of the market. For Beta = 1 movement of System1 is generally in the same direction as the market. If Beta > 1 System1 moves generally in the same direction as, but more than the movement of the benchmark.
System1 Technical Analysis Modules
Most technical analysis of System1 help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for System1 from various momentum indicators to cycle indicators. When you analyze System1 charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
Liquidity conditions influence execution cost and price efficiency. Lower trading activity may introduce occasional variability in execution conditions. The five-year return stands at 1.0%.
Methodology
Unless otherwise specified, data for System1 is derived from fund disclosures (prospectus language, holdings reports, and periodic statements where available). Asset-level metrics are computed daily by Macroaxis LLC and refreshed regularly based on instrument type. System1 market data and reported NAV may reflect delayed updates. Data may be delayed depending on reporting sources and market conventions. Indicative intraday values (IIV), where published, may provide additional context for premium or discount behavior relative to reported NAV. Assumptions: We use public fund disclosures, holdings reports, and market data feeds with disclosures published by U.S. Securities and Exchange Commission (SEC) via EDGAR as reference inputs. Data may be normalized and can be delayed. All analytics are generated using standardized, rules-based models designed to promote consistency and comparability across instruments. Model assumptions, reference parameters, and selected computational inputs are available in the Model Inputs section. If you have questions about our data sources or methodology, please contact Macroaxis Support.
Research Sources
System1 may have reference inputs that incorporate holdings disclosures, category classification, and NAV-derived statistics where available. Updates may occur throughout the day.
Tracking System1 inside a portfolio is useful because individual winners can still weaken diversification or distort overall risk targets. A disciplined tracking process turns performance data into better decisions instead of more noise.
Generate Optimal Portfolios
Align your risk and return expectations
By capturing risk tolerance and investment horizon, Macroaxis optimization evaluates acceptable risk for target return profiles. The process summarizes how much risk can be taken for a given return goal.
System1 financial ratios provide valuation context across profits, cash flow, and enterprise value. They help compare System1 to other measures in a consistent way.