READ PRICE RETURN
+8.7%
Sharpe 3.17 · Sortino 2.68 · MDD -3.5%
QQQ RETURN
-4.0%
Sharpe -0.7 · Sortino -0.62 · MDD -14.8%
SPY RETURN
-1.3%
Sharpe -0.37 · Sortino -0.35 · MDD -5.9%
TRADES
7
42.9% win · avg hold 16d
VS BENCHMARKS
| Metric | Read Price | QQQ | SPY |
|---|
| Total return | +8.7% | -4.0% | -1.3% |
| Sharpe (ann.) | 3.17 | -0.7 | -0.37 |
| Sortino (ann.) | 2.68 | -0.62 | -0.35 |
| Max drawdown | -3.5% | -14.8% | -5.9% |
MONTHLY CHANGE
| Month | Read Price | QQQ | SPY |
|---|
| 2026-09 | -3.0% | +2.9% | -1.0% |
| 2026-10 | +10.2% | -6.7% | -0.9% |
| 2026-11 | +1.8% | -0.0% | +0.5% |
DRAWDOWN
START-DATE ROBUSTNESS — every month start, 2009~2025
Read Price (and QQQ·SPY under the same rules) started on every month open from 2009-01 to 2025-12, run to 2026-11-05 — annualized return vs volatility.
TRAIN starts — 2009-01 ~ 2019-12
OOT starts — 2020-01 ~ 2025-12 · current run (live)
● Read Price● QQQ● SPY