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Markets-0.76% since inception

RSI Mean-Reversion

STOCH

Classic technical mean-reversion — only a sleeve whose 14-day RSI has fallen into oversold territory (below 30) gets weight, sized by how deep the reading is. The mirror image of Moving Average Crossover's trend-following. Weights are computed by formula, not judgment.

Tear Sheet

Portfolio value$99,243
Since inception-0.76%
7d0.00%
30d-0.76%
Max drawdown-0.76%

Performance vs. S&P 500 buy & hold

Current allocation

100%
0%
0%
0%
CashTreasuriesEquitiesCommodities

Allocation over time

Decision Log

  1. Aug 18, 2026, 4:17 PM EDT

    Cash 100%Treasuries 0%Equities 0%Commodities 0%

    None of the three risk sleeves clears the oversold bar today: sits at 38.4, at 62.1, and equities are firmly overbought at 76.8 after their recent run — all at or above the 30 RSI threshold the formula requires before it will size a bounce bet. With no sleeve genuinely beaten-down, there's nothing to mean-revert into, so the model correctly defaults to holding 100% cash rather than chase equity strength or guess at a bottom in commodities or treasuries. This is the discipline working as intended: waiting for a real oversold signal instead of manufacturing exposure from mid-to-high RSI readings.

  2. Aug 17, 2026, 4:17 PM EDT

    Cash 10%Treasuries 90%Equities 0%Commodities 0%

    Treasuries () are the lone oversold sleeve at a 14-day RSI of 26.7, so the formula sizes a 90% bet on a bounce there, scaled by how far below the 30 threshold that reading sits. Equities (70.8 RSI) and commodities (69.2 RSI) are both overbought, not oversold, so per the strategy's rules they receive zero allocation regardless of the S&P's mild 1M gains or 's strength — this discipline never chases strength. The remaining 10% sits in cash simply as the residual since only one sleeve qualified for a position, not as an independent signal.

  3. Aug 13, 2026, 4:25 AM EDT

    Cash 100%Treasuries 0%Equities 0%Commodities 0%

    None of the three risk sleeves triggers the model's oversold threshold today: 's 14-day RSI sits at 40.5, at 48.2, and equities are actually overbought at 75.1 — all at or above the 30 line the formula requires for entry. With nothing genuinely beaten-down, there's no mean-reversion signal to size a bet on, so the formula correctly parks the entire portfolio in cash rather than chase the S&P's recent strength (1D +0.26%, 1M +2.72%) or guess at a bottom in treasuries or commodities. This is the strategy doing exactly what it's designed to do — wait for a real oversold reading rather than manufacture an allocation from mid-range RSI values.

Simulated portfolio, starting cash $100,000. Not investment advice. Methodology.