Launched at the same time as the Deutsche Bank Liquid Commodity Index (DBLCI) in February 2003, the DBLCI-Mean Reversion has the same underlying assets.
The DBLCI-Mean Reversion is the only index which dynamically changes its weights according to whether a commodity is considered cheap or expensive.
In essence the DBLCI-MR is a strategy to buy low and sell high.
It therefore tends to take profits gradually in a bull run and re-invest those proceeds into cheaper commodities.
evidence suggests that portfolios comprising past losers tend to outperform past winners and vice versa over time, see Hersh Shefrin, Beyond Greed and Fear, Harvard Business School, 2000.