52-week adjusted-price high
Active Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.
30 historical occurrences (since 2017-01-05)
Average forward return after 52-week adjusted-price high。20-day: Win 65.5%, Sample 29, Median +2.35%, Excess +0.71%, Beat mkt rate 72.4%;60-day: Win 78.6%, Sample 28, Median +4.94%, Excess +0.88%, Beat mkt rate 71.4%;120-day: Win 63%, Sample 27, Median +9.41%, Excess +1.12%, Beat mkt rate 74.1%
Stock avg forward return Market (same period)
120 days after: historical avg +4.07%
20-day
60-day
120-day
Win
65.5%
78.6%
63%
Sample
29
28
27
Median
+2.35%
+4.94%
+9.41%
Excess
+0.71%
+0.88%
+1.12%
Beat mkt rate
72.4%
71.4%
74.1%
Over 27 occurrences, 120-day forward avg gained 4.07%, beat the market by 1.12 pts; win rate 63%.
Top-quintile 6-month momentum
Active · now 85.6% The ETF ranks in the top 20% of liquid US-listed ETFs by 126-day adjusted return.
24 historical occurrences (since 2017-03-08)
Average forward return after Top-quintile 6-month momentum。20-day: Win 70.8%, Sample 24, Median +2.85%, Excess +0.75%, Beat mkt rate 66.7%;60-day: Win 91.3%, Sample 23, Median +5.65%, Excess +2.14%, Beat mkt rate 82.6%;120-day: Win 95.7%, Sample 23, Median +8.77%, Excess +3.48%, Beat mkt rate 82.6%
Stock avg forward return Market (same period)
120 days after: historical avg +11.48%
20-day
60-day
120-day
Win
70.8%
91.3%
95.7%
Sample
24
23
23
Median
+2.85%
+5.65%
+8.77%
Excess
+0.75%
+2.14%
+3.48%
Beat mkt rate
66.7%
82.6%
82.6%
Over 23 occurrences, 120-day forward avg gained 11.48%, beat the market by 3.48 pts; win rate 95.7%.