Top-quintile 6-month momentum
Active · now 87.16% The ETF ranks in the top 20% of liquid US-listed ETFs by 126-day adjusted return.
25 historical occurrences (since 2016-09-13)
Average forward return after Top-quintile 6-month momentum。20-day: Win 52%, Sample 25, Median +0.07%, Excess -0.94%, Beat mkt rate 40%;60-day: Win 50%, Sample 24, Median +0.44%, Excess -0.93%, Beat mkt rate 50%;120-day: Win 56.5%, Sample 23, Median +1.06%, Excess -3.5%, Beat mkt rate 26.1%
Stock avg forward return Market (same period)
120 days after: historical avg +1.68%
20-day
60-day
120-day
Win
52%
50%
56.5%
Sample
25
24
23
Median
+0.07%
+0.44%
+1.06%
Excess
-0.94%
-0.93%
-3.5%
Beat mkt rate
40%
50%
26.1%
Over 23 occurrences, 120-day forward avg gained 1.68%, lagged the market by 3.5 pts; win rate 56.5%.