Large Cap Core Fund Technical Analysis
| GTLIX Fund | USD 19.57 -0.23 -1.16% |
As of the 21st of March, shares of Large Cap change hands at 19.57 per share. Momentum and volatility readings indicate Standard Deviation of 0.8753, risk adjusted performance of -0.0028, and Mean Deviation of 0.6737. The system measures statistical relationships between price fluctuations and trading activity. Indicator values are assessed relative to historical performance bands.
Large Cap Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Large, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to LargeLarge |
What if' Analysis
Backtesting a what-if scenario on Large Cap Core shows how the fund may have behaved if the position had been entered, held, or resized under different historical assumptions. Used properly, this review provides context for deciding whether Large Cap's historical reward profile was stable enough to support the current thesis.
| 12/21/2025 |
| 03/21/2026 |
A 0.00 entry into Large Cap on December 21, 2025 held to the present would realize 0.00 in total gains. The outcome is a 0.0% total return in Large Cap in total over the 90 day interval. Values are drawn from observed market activity across periods. This view summarizes available data without implying outcomes. Large Cap's competitive landscape includes AMERICAN BEACON, RAINIER INTERNATIONAL, RAINIER INTERNATIONAL, ONE CHOICE, PRO-BLEND(R) MAXIMUM, Lazard International, and PRAXIS VALUE. The list provides context for relative analysis. The fund invests at least 80 percent of the value of its net assets in equity securities, such as common stocks, of larg... More
Large Cap Upside and Downside Indicators Snapshot
This section highlights upside and downside signals that contextualize Large Cap price behavior. The signals are presented as informational context for recent price movement.
| Information Ratio | 0.0964 | |||
| Maximum Drawdown | 4.25 | |||
| Value At Risk | -1.55 | |||
| Potential Upside | 1.39 |
Large Cap Market Risk Indicators Summary
The risk context for Large Cap is expressed through volatility and drawdown-related metrics. These readings capture how return dispersion has evolved over measured periods. The data captures price, volume, and timing inputs from exchange activity.| Risk Adjusted Performance | -0.0028 | |||
| Jensen Alpha | 0.0767 | |||
| Total Risk Alpha | 0.0933 | |||
| Treynor Ratio | -0.02 |
The mean reversion principle applied to Large Cap's suggests that neither prolonged outperformance nor underperformance is permanent. Investors exploit this by positioning against extremes in price relative to fundamental value.
Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | -0.0028 | |||
| Market Risk Adjusted Performance | -0.01 | |||
| Mean Deviation | 0.6737 | |||
| Coefficient Of Variation | -22,171 | |||
| Standard Deviation | 0.8753 | |||
| Variance | 0.7662 | |||
| Information Ratio | 0.0964 | |||
| Jensen Alpha | 0.0767 | |||
| Total Risk Alpha | 0.0933 | |||
| Treynor Ratio | -0.02 | |||
| Maximum Drawdown | 4.25 | |||
| Value At Risk | -1.55 | |||
| Potential Upside | 1.39 | |||
| Skewness | -0.02 | |||
| Kurtosis | 0.1126 |
Large Cap Core Backtested Returns
Large Cap presents a very low volatility profile within the defined horizon. It has a Sharpe Ratio of -0.0309, which indicates that -0.0309 units of return per unit of risk over the last 3 months. We identified twenty technical indicators supporting this volatility profile. Please review metrics such as standard deviation of 0.8753, risk-adjusted performance of -0.0028, and mean deviation of 0.6737 to review dispersion measures. The fund secures a Beta (Market Risk) of 0.92, which means possible diversification benefits within a given portfolio. Large Cap tracks the broader market closely, rising and falling roughly in step with the benchmark.
Auto-correlation | -0.49 |
Modest reverse predictability
Serial correlation analysis for Large Cap Core reveals modest reverse predictability across the intervals from 21st of December 2025 to 4th of February 2026 and from 4th of February 2026 to 21st of March 2026. The degree of alignment between past and current intervals shapes expectations about Large Cap Core's price persistence. At -0.49, about 49.0% of current Large Cap price movement aligns with historical price trajectory. Given that Large Cap Core has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
The model reviews Large Cap using price movement and volume trends. The dataset includes signals based on trend and relative strength. The information reflects available market data inputs. All values are based on available data and provided as reference information.
Technical Analysis
This analysis covers twenty-five data points across the selected time horizon. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Large Cap Core volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of Large Cap focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Volatility compression can precede expansion in dispersion regimes.
Inputs for Large Cap Core come from fund disclosures and market reference feeds and are mapped into a consistent schema for analysis. Some fields can appear with publication lag.
This content is curated and reviewed by:
Michael Smolkin - Member of Macroaxis Board of DirectorsLarge Cap Technical Indicators
Technical indicators tied to Large Cap Core help investors translate chart behavior into a more structured framework for entry, exit, and risk control. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | -0.0028 | |||
| Market Risk Adjusted Performance | -0.01 | |||
| Mean Deviation | 0.6737 | |||
| Coefficient Of Variation | -22,171 | |||
| Standard Deviation | 0.8753 | |||
| Variance | 0.7662 | |||
| Information Ratio | 0.0964 | |||
| Jensen Alpha | 0.0767 | |||
| Total Risk Alpha | 0.0933 | |||
| Treynor Ratio | -0.02 | |||
| Maximum Drawdown | 4.25 | |||
| Value At Risk | -1.55 | |||
| Potential Upside | 1.39 | |||
| Skewness | -0.02 | |||
| Kurtosis | 0.1126 |
March 21, 2026 Daily Trend Indicators
Technical indicators tied to Large Cap Core help investors translate chart behavior into a more structured framework for entry, exit, and risk control. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | 0.00 | ||
| Rate Of Daily Change | 0.99 | ||
| Day Median Price | 19.57 | ||
| Day Typical Price | 19.57 | ||
| Price Action Indicator | -0.12 |