Small Cap Equity Fund Technical Analysis
| GTSCX Fund | USD 31.23 -0.45 -1.42% |
As of the 19th of March, the last recorded price for SMALL CAP is 31.23 per share. Primary technical drivers reflect Risk Adjusted Performance of 0.0115, semi deviation of 1.18, and Coefficient Of Variation of 10915.28. Quantitative analysis incorporates volatility metrics and price behavior to assess directional bias. Metrics are compared to industry averages to assess relative positioning.
SMALL 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 SMALL, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SMALLSMALL |
What if' Analysis
Running a what-if backtest on Small Cap Equity gives investors a practical way to test how changes in horizon, position size, or market timing might have affected the result. 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.
| 12/19/2025 |
| 03/19/2026 |
An initial 0.00 allocation to SMALL CAP on December 19, 2025 held through today would earn 0.00 in overall gains. The change equals a 0.0% return on investment in SMALL CAP in aggregate over a 90 day window. SMALL CAP competes with or is related to ICM SMALL, AMG RIVER, QUEENS ROAD, BlackRock Small/Mid, HEARTLAND VALUE, WESTWOOD SMALLCAP, and BOSTON TRUST. Peer context helps frame relative positioning. The fund normally invests at least 80 percent of the value of its net assets in equity securities, such as common stocks... More
SMALL CAP Upside and Downside Indicators Signals
These indicators describe how SMALL CAP momentum evolves across recent price ranges. This view helps summarize momentum conditions without implying direction.
| Downside Deviation | 1.2 | |||
| Information Ratio | 0.0642 | |||
| Maximum Drawdown | 9.64 | |||
| Value At Risk | -1.93 | |||
| Potential Upside | 1.69 |
Market Risk Indicators for SMALL CAP Signals
These indicators track SMALL CAP's volatility and return range dynamics. This view provides neutral context for risk and variability.| Risk Adjusted Performance | 0.0115 | |||
| Jensen Alpha | 0.1018 | |||
| Total Risk Alpha | 0.1521 | |||
| Sortino Ratio | 0.0738 | |||
| Treynor Ratio | 0.0023 |
The concept of mean reversion suggests that SMALL CAP's price will eventually return toward its long-run average. High prices may deter value investors, while unusually low prices often attract buyers who anticipate a recovery.
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 | 0.0115 | |||
| Market Risk Adjusted Performance | 0.0123 | |||
| Mean Deviation | 0.9445 | |||
| Semi Deviation | 1.18 | |||
| Downside Deviation | 1.2 | |||
| Coefficient Of Variation | 10915.28 | |||
| Standard Deviation | 1.38 | |||
| Variance | 1.91 | |||
| Information Ratio | 0.0642 | |||
| Jensen Alpha | 0.1018 | |||
| Total Risk Alpha | 0.1521 | |||
| Sortino Ratio | 0.0738 | |||
| Treynor Ratio | 0.0023 | |||
| Maximum Drawdown | 9.64 | |||
| Value At Risk | -1.93 | |||
| Potential Upside | 1.69 | |||
| Downside Variance | 1.44 | |||
| Semi Variance | 1.39 | |||
| Expected Short fall | -0.96 | |||
| Skewness | 1.8 | |||
| Kurtosis | 8.67 |
Small Cap Equity Backtested Returns
Over the selected 3 months, SMALL CAP demonstrates a very low volatility profile. It maintains a Sharpe Ratio (Efficiency) of -0.0615, representing negative adjusted performance consistency. We identified twenty-seven technical indicators influencing the company's volatility profile. Please analyze metrics such as risk-adjusted performance of 0.0115, semi deviation of 1.18, and Coefficient Of Variation of 10915.28 to assess dispersion and downside exposure. The fund owns a Beta (Systematic Risk) of 1.15, which conveys a somewhat significant risk relative to the market. With a beta above 1, SMALL CAP typically delivers outsized gains in rising markets at the cost of steeper drawdowns.
Auto-correlation | -0.53 |
Good reverse predictability
Comparing SMALL CAP's price behavior from 19th of December 2025 to 2nd of February 2026 with the period from 2nd of February 2026 to 19th 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 Small Cap Equity may be projected. The coefficient of -0.53 links about 53.0% of SMALL CAP's present price action to its own historical movements. Given that Small Cap Equity has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.53 | |
| Spearman Rank Test | -0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.89 |
Technical analysis for SMALL CAP evaluates price and volume patterns over time. Typical tools include moving averages, relative strength index, regressions, and price correlations.
Technical Analysis
This analysis covers thirty-seven 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 Small Cap Equity volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of SMALL CAP focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Volume and liquidity conditions influence signal reliability. Reduced trading volume may increase short-term pricing variability.
For Small Cap Equity, this section uses fund disclosures and market reference feeds with Macroaxis normalization rules applied to keep cross-asset comparisons consistent. Intraday timing differences may exist.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardSMALL CAP Technical Indicators
Investors following Small Cap Equity often rely on technical indicators to test whether price action is supporting continuation, exhaustion, or a possible change in direction. A disciplined technical workflow helps investors separate stronger setups from noisier price action.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0115 | |||
| Market Risk Adjusted Performance | 0.0123 | |||
| Mean Deviation | 0.9445 | |||
| Semi Deviation | 1.18 | |||
| Downside Deviation | 1.2 | |||
| Coefficient Of Variation | 10915.28 | |||
| Standard Deviation | 1.38 | |||
| Variance | 1.91 | |||
| Information Ratio | 0.0642 | |||
| Jensen Alpha | 0.1018 | |||
| Total Risk Alpha | 0.1521 | |||
| Sortino Ratio | 0.0738 | |||
| Treynor Ratio | 0.0023 | |||
| Maximum Drawdown | 9.64 | |||
| Value At Risk | -1.93 | |||
| Potential Upside | 1.69 | |||
| Downside Variance | 1.44 | |||
| Semi Variance | 1.39 | |||
| Expected Short fall | -0.96 | |||
| Skewness | 1.8 | |||
| Kurtosis | 8.67 |
March 19, 2026 Daily Trend Indicators
Investors following Small Cap Equity often rely on technical indicators to test whether price action is supporting continuation, exhaustion, or a possible change in direction. A disciplined technical workflow helps investors separate stronger setups from noisier price action.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | 0.00 | ||
| Rate Of Daily Change | 0.99 | ||
| Day Median Price | 31.23 | ||
| Day Typical Price | 31.23 | ||
| Price Action Indicator | -0.22 |