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Reverse
Intraday Long New
The Reverse model trades intraday the risk-on/risk-off rotation between stocks and short-term Treasuries. It targets high-quality names precisely when the equity market shows relative weakness against short-term government bonds — capital fleeing to safety. It assumes these risk-off dislocations are temporary, resolving once appetite for risk returns. It is designed to capture the market-level recovery on an intraday level .
- Win rate
- —0 of 25 signals
- Avg return
- —per closed trade
- Avg holding
- —entry to exit
- Profit factor
- —wins ÷ losses
- Max drawdown
- 0.0 %peak to trough
- Conversion
- 0 %signals that became trades
- Win rate
- —0 of 25 signals
- Avg return
- —per closed trade
- Avg holding
- —entry to exit
- Profit factor
- —wins ÷ losses
- Max drawdown
- 0.0 %peak to trough
- Conversion
- 0 %signals that became trades
- Win rate
- —0 of 25 signals
- Avg return
- —per closed trade
- Avg holding
- —entry to exit
- Profit factor
- —wins ÷ losses
- Max drawdown
- 0.0 %peak to trough
- Conversion
- 0 %signals that became trades
- Win rate
- —0 of 25 signals
- Avg return
- —per closed trade
- Avg holding
- —entry to exit
- Profit factor
- —wins ÷ losses
- Max drawdown
- 0.0 %peak to trough
- Conversion
- 0 %signals that became trades
Equity curve
Closed trades only. The curve is drawn exactly as delivered — nothing is rescaled or rebased here.
Closed trades, last 90 days
| Symbol | Entry | Exit | Hold | Return |
|---|---|---|---|---|
| No closed trades in the last 90 days. | ||||
Read from the Ordertune strategy registry on 21 October 2026.