Oversold Quality
freeThe most oversold end of a cash-generative universe, ranked on RSI.
Ranks cash-generative large caps on their 14-day RSI and holds the most oversold end of that ranking, monthly. Mean reversion, but only on quality: the free-cash-flow screen is what keeps the falling knives small. This is a ranking, not a threshold, so a holding is the weakest RSI in the universe that month, which in a strong tape can still be a perfectly firm reading rather than a selloff; each holding shows its own RSI and where it ranks, so you can see which one you're getting.
Live record, paper-traded nightly since 2026-07-26
VZ · PEP · UNP · ADBE · RTX · HD · INTU · ABT
The record accrues live from 2026-07-26 and is never backfilled.
Standing backtest · 2012-01-03 → 2026-09-18
| Year | Strategy | Benchmark |
|---|---|---|
| 2012 | +14.0% | +14.2% |
| 2013 | +26.7% | +32.3% |
| 2014 | +6.7% | +13.5% |
| 2015 | +16.0% | +1.2% |
| 2016 | +32.8% | +12.0% |
| 2017 | +33.0% | +21.7% |
| 2018 | +6.4% | -4.6% |
| 2019 | +59.8% | +31.2% |
| 2020 | +25.8% | +18.3% |
| 2021 | +37.5% | +28.7% |
| 2022 | -10.2% | -18.2% |
| 2023 | +60.3% |
Track records shown are paper-traded model performance, not client returns, and never a promise of future results. Nothing here is personalized investment advice.