Catalystlyons Tactical Allocation Fund Market Value
| CLTAX Fund | USD 15.22 0.02 0.13% |
| Symbol | Catalystlyons |
Catalystlyons Tactical 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Catalystlyons Tactical's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Catalystlyons Tactical.
| 10/27/2023 |
| 04/24/2024 |
If you would invest 0.00 in Catalystlyons Tactical on October 27, 2023 and sell it all today you would earn a total of 0.00 from holding Catalystlyons Tactical Allocation or generate 0.0% return on investment in Catalystlyons Tactical over 180 days. Catalystlyons Tactical is related to or competes with Pimco All, Pimco All, and Pimco All. The fund seeks to achieve its investment objective by combining a tactical allocation process intended to offer downside... More
Catalystlyons Tactical Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Catalystlyons Tactical's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Catalystlyons Tactical Allocation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5982 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 2.2 | |||
| Value At Risk | (0.89) | |||
| Potential Upside | 0.8889 |
Catalystlyons Tactical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Catalystlyons Tactical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catalystlyons Tactical's standard deviation. In reality, there are many statistical measures that can use Catalystlyons Tactical historical prices to predict the future Catalystlyons Tactical's volatility.| Risk Adjusted Performance | 0.0651 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.063 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Catalystlyons Tactical's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Catalystlyons Tactical Backtested Returns
We consider Catalystlyons Tactical out of control. Catalystlyons Tactical secures Sharpe Ratio (or Efficiency) of 0.0912, which signifies that the fund had a 0.0912% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Catalystlyons Tactical Allocation, which you can use to evaluate the volatility of the entity. Please confirm Catalystlyons Tactical's Mean Deviation of 0.446, downside deviation of 0.5982, and Risk Adjusted Performance of 0.0651 to double-check if the risk estimate we provide is consistent with the expected return of 0.0502%. The fund shows a Beta (market volatility) of 0.78, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Catalystlyons Tactical's returns are expected to increase less than the market. However, during the bear market, the loss of holding Catalystlyons Tactical is expected to be smaller as well.
Auto-correlation | 0.77 |
Good predictability
Catalystlyons Tactical Allocation has good predictability. Overlapping area represents the amount of predictability between Catalystlyons Tactical time series from 27th of October 2023 to 25th of January 2024 and 25th of January 2024 to 24th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Catalystlyons Tactical price movement. The serial correlation of 0.77 indicates that around 77.0% of current Catalystlyons Tactical price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Catalystlyons Tactical lagged returns against current returns
Autocorrelation, which is Catalystlyons Tactical mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Catalystlyons Tactical's mutual fund expected returns. We can calculate the autocorrelation of Catalystlyons Tactical returns to help us make a trade decision. For example, suppose you find that Catalystlyons Tactical has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Catalystlyons Tactical regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Catalystlyons Tactical mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Catalystlyons Tactical mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Catalystlyons Tactical mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Catalystlyons Tactical Lagged Returns
When evaluating Catalystlyons Tactical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Catalystlyons Tactical mutual fund have on its future price. Catalystlyons Tactical autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Catalystlyons Tactical autocorrelation shows the relationship between Catalystlyons Tactical mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Catalystlyons Tactical Allocation.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Catalystlyons Tactical in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Catalystlyons Tactical's short interest history, or implied volatility extrapolated from Catalystlyons Tactical options trading.
Pair Trading with Catalystlyons Tactical
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Catalystlyons Tactical position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Catalystlyons Tactical will appreciate offsetting losses from the drop in the long position's value.Moving together with Catalystlyons Mutual Fund
| 0.76 | HIICX | Catalystsmh High | PairCorr |
| 0.84 | HIIFX | Catalystsmh High | PairCorr |
| 0.82 | HIIIX | Catalystsmh High | PairCorr |
| 0.79 | MLXCX | Catalyst Mlp Infrast | PairCorr |
| 0.79 | MLXAX | Catalyst Mlp Infrast | PairCorr |
Moving against Catalystlyons Mutual Fund
| 0.51 | CWXCX | Catalystwarrington | PairCorr |
The ability to find closely correlated positions to Catalystlyons Tactical could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Catalystlyons Tactical when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Catalystlyons Tactical - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Catalystlyons Tactical Allocation to buy it.
The correlation of Catalystlyons Tactical is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Catalystlyons Tactical moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Catalystlyons Tactical moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Catalystlyons Tactical can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Catalystlyons Tactical Correlation, Catalystlyons Tactical Volatility and Catalystlyons Tactical Alpha and Beta module to complement your research on Catalystlyons Tactical. Note that the Catalystlyons Tactical information on this page should be used as a complementary analysis to other Catalystlyons Tactical's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Catalystlyons Tactical technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.