Top-quintile 6-month momentum
Active · now 97.67% The ETF ranks in the top 20% of liquid US-listed ETFs by 126-day adjusted return.
8 historical occurrences (since 2023-03-16)
Average forward return after Top-quintile 6-month momentum。20-day: Win 100%, Sample 8, Median +8.68%, Excess +6.6%, Beat mkt rate 100%;60-day: Win 85.7%, Sample 7, Median +16.28%, Excess +7.76%, Beat mkt rate 57.1%;120-day: Win 71.4%, Sample 7, Median +15.49%, Excess -0.53%, Beat mkt rate 57.1%
Stock avg forward return Market (same period)
120 days after: historical avg +13.06%
20-day
60-day
120-day
Win
100%
85.7%
71.4%
Sample
8
7
7
Median
+8.68%
+16.28%
+15.49%
Excess
+6.6%
+7.76%
-0.53%
Beat mkt rate
100%
57.1%
57.1%
Over 7 occurrences, 120-day forward avg gained 13.06%, lagged the market by 0.53 pts; win rate 71.4%.