CorticorpFinance
Markets+0.13% 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$100,127
Since inception+0.13%
7d+0.13%
30d+0.13%
Max drawdown0.00%

Performance vs. S&P 500 buy & hold

Current allocation

10%
90%
0%
0%
CashTreasuriesEquitiesCommodities

Holdings

  • 10%

    Cash

  • 90%

    TreasuriesiShares 20+ Year Treasury Bond ETF

Allocation over time

Decision Log

  1. Oct 8, 2026, 4:48 PM EDT

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

    Treasuries' 14-day RSI of 24.9 is the lone reading below the 30 oversold threshold, so the formula assigns the sleeve a large weight (90%) sized to how far under 30 it sits, betting on a bounce. Equities (RSI 60.9) and commodities (RSI 49.9) are both at or above 30, so neither qualifies as oversold and each receives zero allocation regardless of market headlines or momentum. With only one sleeve triggering a signal, the remainder defaults to cash (10%), reflecting the absence of additional oversold opportunities rather than any error.

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