Large Cap E Fund Technical Analysis
| GTLOX Fund | USD 19.78 0.20 1.02% |
As of the 25th of March, LARGE CAP maintains a quoted price of 19.78 per share. Short-term indicators show Risk Adjusted Performance of 0.0164, downside deviation of 0.927, and Mean Deviation of 0.6879. The model measures trend continuation and reversal probability using historical patterns. Comparative analytics measure deviation from sector averages.
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
Historical what-if analysis for Large Cap E is useful because it converts abstract timing questions into a structured review of past performance under changing entry and holding periods. The real value is perspective: it shows whether the thesis would have remained investable across different historical windows or depended too heavily on one favorable stretch.
| 12/25/2025 |
| 03/25/2026 |
Placing 0.00 into LARGE CAP on December 25, 2025 with a hold through today would realize 0.00 in total gains. In total, that is a 0.0% net return in LARGE CAP overall across 90 days. The dataset is based on available price and volume observations. LARGE CAP competes with or is related to AMERICAN BEACON, RAINIER INTERNATIONAL, PRO-BLEND(R) MAXIMUM, ONE CHOICE, RAINIER INTERNATIONAL, Lazard International, and PRAXIS VALUE. The fund invests at least 80 percent of the value of its net assets in equity securities, such as common stocks, of larg... More
Upside and Downside Indicators for LARGE CAP 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.
| Downside Deviation | 0.927 | |||
| Information Ratio | 0.0794 | |||
| Maximum Drawdown | 4.25 | |||
| Value At Risk | -1.55 | |||
| Potential Upside | 1.39 |
LARGE CAP Volatility and Risk Indicators Dashboard
LARGE CAP market risk signals reflect the scope and pattern of historical return variability. Each indicator reflects observed variability across the available data window.| Risk Adjusted Performance | 0.0164 | |||
| Jensen Alpha | -0.01 | |||
| Total Risk Alpha | 0.0758 | |||
| Sortino Ratio | 0.076 | |||
| Treynor Ratio | -0.03 |
Mean reversion analysis in LARGE CAP's involves identifying price extremes that diverge materially from the historical norm. High prices may deter value investors, while unusually low prices often attract buyers anticipating a recovery. Mean reversion in LARGE CAP is distinct from trend following, which rides momentum rather than betting on reversals. Momentum identifies the trend while mean reversion identifies when it has extended beyond sustainable levels.
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 | 0.0164 | |||
| Market Risk Adjusted Performance | -0.02 | |||
| Mean Deviation | 0.6879 | |||
| Semi Deviation | 0.848 | |||
| Downside Deviation | 0.927 | |||
| Coefficient Of Variation | 5233.39 | |||
| Standard Deviation | 0.8876 | |||
| Variance | 0.7878 | |||
| Information Ratio | 0.0794 | |||
| Jensen Alpha | -0.01 | |||
| Total Risk Alpha | 0.0758 | |||
| Sortino Ratio | 0.076 | |||
| Treynor Ratio | -0.03 | |||
| Maximum Drawdown | 4.25 | |||
| Value At Risk | -1.55 | |||
| Potential Upside | 1.39 | |||
| Downside Variance | 0.8593 | |||
| Semi Variance | 0.7191 | |||
| Expected Short fall | -0.77 | |||
| Skewness | -0.08 | |||
| Kurtosis | 0.0522 |
Large Cap E Backtested Returns
LARGE CAP shows a very low volatility profile relative to the chosen timeframe. It shows a risk-adjusted return measure of -0.0166, signaling negative dispersion-adjusted returns across 3 months. Quantitative evaluation found twenty-six metrics shaping volatility behavior. Please evaluate metrics such as risk-adjusted performance of 0.0164, downside deviation of 0.927, and mean deviation of 0.6879 to review standard deviation behavior. The fund has a Beta (Systematic Risk) of -0.21, which alludes to very low measured sensitivity to broad market movements. Returns on LARGE CAP tend to move against the broader market, though the counter-movement is modest relative to the index.
Auto-correlation | -0.57 |
Good reverse predictability
Comparing LARGE CAP's price behavior from 25th of December 2025 to 8th of February 2026 with the period from 8th of February 2026 to 25th of March 2026 produces good reverse predictability. The stronger the relationship between the current interval and its lagged values, the more accurately future price behavior of Large Cap E may be projected. The coefficient of -0.57 links roughly 57.0% of LARGE CAP's present price action to its own historical movements. Given that Large Cap E has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
The framework analyzes LARGE CAP using price and volume data. The dataset reflects available inputs without directional implication.
Technical Analysis
This analysis covers sixty 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 E 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. Trend alignment improves interpretability of cross-signal confirmation.
For Large Cap E, this section uses fund disclosures and market reference feeds and standardizes the results for cross-period comparison. Intraday timing differences may exist.
This content is curated and reviewed by:
Michael Smolkin - Member of Macroaxis Board of DirectorsLARGE CAP Technical Indicators
Technical indicators tied to Large Cap E help investors translate chart behavior into a more structured framework for entry, exit, and risk control. Used correctly, technical indicators support timing and risk control but should still be validated against broader market and business context.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0164 | |||
| Market Risk Adjusted Performance | -0.02 | |||
| Mean Deviation | 0.6879 | |||
| Semi Deviation | 0.848 | |||
| Downside Deviation | 0.927 | |||
| Coefficient Of Variation | 5233.39 | |||
| Standard Deviation | 0.8876 | |||
| Variance | 0.7878 | |||
| Information Ratio | 0.0794 | |||
| Jensen Alpha | -0.01 | |||
| Total Risk Alpha | 0.0758 | |||
| Sortino Ratio | 0.076 | |||
| Treynor Ratio | -0.03 | |||
| Maximum Drawdown | 4.25 | |||
| Value At Risk | -1.55 | |||
| Potential Upside | 1.39 | |||
| Downside Variance | 0.8593 | |||
| Semi Variance | 0.7191 | |||
| Expected Short fall | -0.77 | |||
| Skewness | -0.08 | |||
| Kurtosis | 0.0522 |
March 25, 2026 Daily Trend Indicators
Technical indicators tied to Large Cap E help investors translate chart behavior into a more structured framework for entry, exit, and risk control. Used correctly, technical indicators support timing and risk control but should still be validated against broader market and business context.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | 0.00 | ||
| Rate Of Daily Change | 1.01 | ||
| Day Median Price | 19.78 | ||
| Day Typical Price | 19.78 | ||
| Price Action Indicator | 0.10 |