Toews Tactical Income Fund Market Value
| THHYX Fund | USD 9.96 0.02 0.20% |
| Symbol | Toews |
Toews 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 Toews 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 Toews Tactical.
| 09/29/2025 |
| 12/28/2025 |
If you would invest 0.00 in Toews Tactical on September 29, 2025 and sell it all today you would earn a total of 0.00 from holding Toews Tactical Income or generate 0.0% return on investment in Toews Tactical over 90 days. Toews Tactical is related to or competes with Toews Tactical, Toews Tactical, Toews Tactical, Toews Tactical, and Toews Unconstrained. The funds adviser seeks to achieve its investment objectives by investing primarily in ETFs and open-end investment comp... More
Toews 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 Toews 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 Toews Tactical Income upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.55) | |||
| Maximum Drawdown | 0.7032 | |||
| Value At Risk | (0.30) | |||
| Potential Upside | 0.2012 |
Toews Tactical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Toews Tactical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Toews Tactical's standard deviation. In reality, there are many statistical measures that can use Toews Tactical historical prices to predict the future Toews Tactical's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | (0.12) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Toews 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.
Toews Tactical Income Backtested Returns
Toews Tactical Income owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0472, which indicates the fund had a -0.0472 % return per unit of risk over the last 3 months. Toews Tactical Income exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Toews Tactical's Coefficient Of Variation of (2,244), risk adjusted performance of (0.06), and Variance of 0.028 to confirm the risk estimate we provide. The entity has a beta of 0.15, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Toews Tactical's returns are expected to increase less than the market. However, during the bear market, the loss of holding Toews Tactical is expected to be smaller as well.
Auto-correlation | -0.55 |
Good reverse predictability
Toews Tactical Income has good reverse predictability. Overlapping area represents the amount of predictability between Toews Tactical time series from 29th of September 2025 to 13th of November 2025 and 13th of November 2025 to 28th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Toews Tactical Income price movement. The serial correlation of -0.55 indicates that about 55.0% of current Toews Tactical price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.55 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Toews Tactical Income lagged returns against current returns
Autocorrelation, which is Toews 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 Toews Tactical's mutual fund expected returns. We can calculate the autocorrelation of Toews Tactical returns to help us make a trade decision. For example, suppose you find that Toews 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 |
Toews 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 Toews Tactical mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Toews 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 Toews Tactical mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Toews Tactical Lagged Returns
When evaluating Toews Tactical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Toews Tactical mutual fund have on its future price. Toews 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, Toews Tactical autocorrelation shows the relationship between Toews Tactical mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Toews Tactical Income.
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 Toews Mutual Fund
Toews Tactical financial ratios help investors to determine whether Toews 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 Toews with respect to the benefits of owning Toews Tactical security.
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