Decode the Machine

Plenty Models. One Edge. No Excuses.

Strategy is nothing without execution. We provide the logic, the statistics, and the cold reality of the risk. Understand the models, trust the math, and leave the guessing to the amateurs.

Risk-Flow Arbitrage

Mean Reversion Long

The Risk-Flow Arbitrage is a Mean Reversion model that trades 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 — holding through the weakness and exiting once the broad market has reversed back up.

Win rate
68.2 %8 of 30 signals
Avg return
+3.2 %per closed trade
Avg holding
5dentry to exit
Profit factor
4.55wins ÷ losses
Max drawdown
-1.8 %peak to trough
Conversion
27 %41 signals without a matching trade

Equity curve

Closed trades only. The curve is drawn exactly as delivered — nothing is rescaled or rebased here.

Closed trades, last 90 days

SymbolEntryExitHoldReturn
AMZN16 Sep 202618 Sep 20262d+3.49 %
CSX16 Sep 202618 Sep 20262d-0.70 %
NBIS19 Aug 202628 Aug 20269d-8.42 %
AMD19 Aug 202628 Aug 20269d+2.13 %
CRWD20 Aug 202628 Aug 20268d+18.65 %
CPRT25 Aug 202628 Aug 20263d+1.09 %
NVDA27 Jul 202631 Jul 20264d-1.38 %
AMD27 Jul 202631 Jul 20264d+2.01 %
META30 Jul 202631 Jul 20261d+3.35 %
TSLA17 Jul 202622 Jul 20265d-0.65 %
AMD17 Jul 202622 Jul 20265d+11.50 %
WMT21 Jul 202622 Jul 20261d-1.07 %

All strategies

Read from the Ordertune strategy registry on 20 October 2026.