David Park

Mean Reversion — Equities

Mean Reversion Funded 6 Years Experience

+28.9% YTD Return

74.2% Win Rate

2.4x Sharpe Ratio

-6.7% Max Drawdown

521 Trades YTD

$3.1M AUM

About

Systematic mean reversion on US equities. Intraday and short-term holding periods. High-frequency signal generation with strict drawdown limits.

Monthly Performance — YTD 2026

JanFebMarAprMay

Recent Trades

InstrumentDirectionP&LDate

SPY Long +0.9% May 22

QQQ Short +1.6% May 21

IWM Long -0.4% May 20

AAPL Long +2.3% May 19

MSFT Short +1.1% May 18

Risk Metrics

31/100

Risk Score

-6.7%

Max Drawdown

2.4x

Sharpe Ratio