Mean Reversion

reversion · 8/6/2026 12:52 AM CT · inside its mandate

NAV / unit

100.1556

Return

+0.16%

Value

$100,155.61

Cash

10.0%

Positions

12

Max drawdown

+0.00%

Today, pass by pass

8/6/2026 12:52 AM CT

NAV per unit, daily

Exposure

90% long · 0% short · 10% cash · net +90%

What this fund believes

Thesis

Short-term moves overshoot. Buy what has been sold off hardest, provided the long-term trend is still intact.

Lineage

De Bondt and Thaler (1985); the short-horizon contrarian effect.

The regime that kills it

Strong trending markets, where 'oversold' keeps getting more oversold and buying dips means catching every one on the way down.

How it decides

Decision inputs

RSI-14 and 20-day z-score, gated by an intact 200-day trend

Cadence

Reconsiders every 10 days; holds 12 positions at target; refused buys fall through to the next-ranked name.

Universe

the shared 52-stock universe

Its mandate versus the base mandate

Limit	This fund	Base mandate
maxSingleEquityPct	8.0	7.0	tuned
maxSingleEtfPct	5.0	5.0
maxSectorPct	35.0	35.0
cashMinPct	10.0	10.0
cashMaxPct	30.0	20.0	tuned
minPositions	15	15
maxPositions	30	30
maxNonUsPct	10.0	10.0
allowShorting	True	True
maxSingleShortPct	4.0	4.0
maxGrossShortPct	40.0	40.0
shortCollateralCoverage	1.0	1.0
allowLeverage	False	False

Current holdings, and why each is held

Ticker	Class / sector	Weight	Last	P&L	Rationale recorded at entry
LLY	Health Care	7.54%	1,178.37	+0.68%	Mean Reversion: ranked 11 of 36 on Mean Reversion (score 60.2)
AAPL	Technology	7.52%	312.50	+0.43%	Mean Reversion: ranked 3 of 36 on Mean Reversion (score 89.0)
CAT	Industrials	7.51%	874.20	+0.31%	Mean Reversion: ranked 9 of 36 on Mean Reversion (score 62.7)
GS	Finance	7.51%	1,064.00	+0.29%	Mean Reversion: ranked 8 of 36 on Mean Reversion (score 66.8)
UNH	Health Care	7.51%	414.00	+0.25%	Mean Reversion: ranked 5 of 36 on Mean Reversion (score 80.2)
SBUX	Consumer Discretionary	7.50%	106.30	+0.23%	Mean Reversion: ranked 12 of 36 on Mean Reversion (score 60.1)
AXP	Finance	7.50%	349.85	+0.19%	Mean Reversion: ranked 10 of 36 on Mean Reversion (score 62.5)
TXN	Technology	7.49%	278.10	+0.09%	Mean Reversion: ranked 6 of 36 on Mean Reversion (score 78.0)
SO	Utilities	7.48%	93.10	-0.05%	Mean Reversion: ranked 1 of 36 on Mean Reversion (score 90.3)
UPS	Industrials	7.48%	107.70	-0.05%	Mean Reversion: ranked 2 of 36 on Mean Reversion (score 89.2)
ABBV	Health Care	7.48%	246.16	-0.07%	Mean Reversion: ranked 4 of 36 on Mean Reversion (score 81.9)
AMD	Technology	7.47%	481.16	-0.23%	Mean Reversion: ranked 7 of 36 on Mean Reversion (score 71.7)

Recent trades

ID	Date	Action	Ticker	Notional	Rationale
T-0012	2026-08-05	ENTRY	SBUX	$7,496.91	Mean Reversion: ranked 12 of 36 on Mean Reversion (score 60.1)
T-0011	2026-08-05	ENTRY	LLY	$7,497.19	Mean Reversion: ranked 11 of 36 on Mean Reversion (score 60.2)
T-0010	2026-08-05	ENTRY	AXP	$7,497.47	Mean Reversion: ranked 10 of 36 on Mean Reversion (score 62.5)
T-0009	2026-08-05	ENTRY	CAT	$7,497.75	Mean Reversion: ranked 9 of 36 on Mean Reversion (score 62.7)
T-0008	2026-08-05	ENTRY	GS	$7,498.03	Mean Reversion: ranked 8 of 36 on Mean Reversion (score 66.8)
T-0007	2026-08-05	ENTRY	AMD	$7,498.31	Mean Reversion: ranked 7 of 36 on Mean Reversion (score 71.7)
T-0006	2026-08-05	ENTRY	TXN	$7,498.59	Mean Reversion: ranked 6 of 36 on Mean Reversion (score 78.0)
T-0005	2026-08-05	ENTRY	UNH	$7,498.88	Mean Reversion: ranked 5 of 36 on Mean Reversion (score 80.2)
T-0004	2026-08-05	ENTRY	ABBV	$7,499.16	Mean Reversion: ranked 4 of 36 on Mean Reversion (score 81.9)
T-0003	2026-08-05	ENTRY	AAPL	$7,499.44	Mean Reversion: ranked 3 of 36 on Mean Reversion (score 89.0)
T-0002	2026-08-05	ENTRY	UPS	$7,499.72	Mean Reversion: ranked 2 of 36 on Mean Reversion (score 89.2)
T-0001	2026-08-05	ENTRY	SO	$7,500.00	Mean Reversion: ranked 1 of 36 on Mean Reversion (score 90.3)