20% below its peak
Active · now -93.37% Adjusted close first falls 20% or more below its highest level so far; repeated hits within 20 days count once.
12 historical occurrences (since 2016-01-07)
Average forward return after 20% below its peak。20-day: Win 58.3%, Sample 12, Median +13.08%, Excess +3.35%, Beat mkt rate 58.3%;60-day: Win 41.7%, Sample 12, Median -5.6%, Excess -9.84%, Beat mkt rate 33.3%;120-day: Win 41.7%, Sample 12, Median -28.12%, Excess -18.83%, Beat mkt rate 33.3%
Stock avg forward return Market (same period)
120 days after: historical avg -13.98%
20-day
60-day
120-day
Win
58.3%
41.7%
41.7%
Sample
12
12
12
Median
+13.08%
-5.6%
-28.12%
Excess
+3.35%
-9.84%
-18.83%
Beat mkt rate
58.3%
33.3%
33.3%
Over 12 occurrences, 120-day forward avg declined 13.98%, lagged the market by 18.83 pts; win rate 41.7%.
Top-quintile 6-month momentum
Active · now 93% The ETF ranks in the top 20% of liquid US-listed ETFs by 126-day adjusted return.
35 historical occurrences (since 2016-07-27)
Average forward return after Top-quintile 6-month momentum。20-day: Win 51.4%, Sample 35, Median +2.11%, Excess +4.63%, Beat mkt rate 57.1%;60-day: Win 51.4%, Sample 35, Median +1.4%, Excess +4.49%, Beat mkt rate 45.7%;120-day: Win 52.9%, Sample 34, Median +4.32%, Excess +4.89%, Beat mkt rate 44.1%
Stock avg forward return Market (same period)
120 days after: historical avg +11.04%
20-day
60-day
120-day
Win
51.4%
51.4%
52.9%
Sample
35
35
34
Median
+2.11%
+1.4%
+4.32%
Excess
+4.63%
+4.49%
+4.89%
Beat mkt rate
57.1%
45.7%
44.1%
Over 34 occurrences, 120-day forward avg gained 11.04%, beat the market by 4.89 pts; win rate 52.9%.