Catalystlyons Tactical Allocation Fund Market Value
| CLTCX Fund | USD 15.19 0.20 1.33% |
| Symbol | Catalyst/lyons |
Catalyst/lyons 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 Catalyst/lyons 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 Catalyst/lyons Tactical.
| 12/11/2025 |
| 01/10/2026 |
If you would invest 0.00 in Catalyst/lyons Tactical on December 11, 2025 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 Catalyst/lyons Tactical over 30 days. Catalyst/lyons Tactical is related to or competes with World Precious, Fidelity Advisor, Europac Gold, Precious Metals, and Gabelli Gold. The fund seeks to achieve its investment objective by combining a tactical allocation process intended to offer downside... More
Catalyst/lyons 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 Catalyst/lyons 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 | 1.17 | |||
| Information Ratio | 0.103 | |||
| Maximum Drawdown | 13.77 | |||
| Value At Risk | (1.91) | |||
| Potential Upside | 1.65 |
Catalyst/lyons Tactical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Catalyst/lyons Tactical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catalyst/lyons Tactical's standard deviation. In reality, there are many statistical measures that can use Catalyst/lyons Tactical historical prices to predict the future Catalyst/lyons Tactical's volatility.| Risk Adjusted Performance | 0.1207 | |||
| Jensen Alpha | 0.2169 | |||
| Total Risk Alpha | 0.0653 | |||
| Sortino Ratio | 0.1614 | |||
| Treynor Ratio | 0.4073 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Catalyst/lyons 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.
Catalyst/lyons Tactical Backtested Returns
Catalyst/lyons Tactical appears to be not too volatile, given 3 months investment horizon. Catalyst/lyons Tactical secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the fund had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Catalystlyons Tactical Allocation, which you can use to evaluate the volatility of the entity. Please makes use of Catalyst/lyons Tactical's Downside Deviation of 1.17, risk adjusted performance of 0.1207, and Mean Deviation of 1.0 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.67, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Catalyst/lyons Tactical's returns are expected to increase less than the market. However, during the bear market, the loss of holding Catalyst/lyons Tactical is expected to be smaller as well.
Auto-correlation | -0.05 |
Very weak reverse predictability
Catalystlyons Tactical Allocation has very weak reverse predictability. Overlapping area represents the amount of predictability between Catalyst/lyons Tactical time series from 11th of December 2025 to 26th of December 2025 and 26th of December 2025 to 10th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Catalyst/lyons Tactical price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Catalyst/lyons Tactical price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Catalyst/lyons Tactical lagged returns against current returns
Autocorrelation, which is Catalyst/lyons 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 Catalyst/lyons Tactical's mutual fund expected returns. We can calculate the autocorrelation of Catalyst/lyons Tactical returns to help us make a trade decision. For example, suppose you find that Catalyst/lyons 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 |
Catalyst/lyons 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 Catalyst/lyons Tactical mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Catalyst/lyons 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 Catalyst/lyons Tactical mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Catalyst/lyons Tactical Lagged Returns
When evaluating Catalyst/lyons Tactical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Catalyst/lyons Tactical mutual fund have on its future price. Catalyst/lyons 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, Catalyst/lyons Tactical autocorrelation shows the relationship between Catalyst/lyons 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 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Catalyst/lyons Mutual Fund
Catalyst/lyons Tactical financial ratios help investors to determine whether Catalyst/lyons Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Catalyst/lyons with respect to the benefits of owning Catalyst/lyons Tactical security.
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