20% below its peak
Active · now -53.5% Adjusted close first falls 20% or more below its highest level so far; repeated hits within 20 days count once.
35 historical occurrences (since 2016-01-08)
Average forward return after 20% below its peak。20-day: Win 57.1%, Sample 35, Median +5.09%, Excess +5.68%, Beat mkt rate 54.3%;60-day: Win 60%, Sample 35, Median +6.18%, Excess +21.69%, Beat mkt rate 60%;120-day: Win 70.6%, Sample 34, Median +18.27%, Excess +30.37%, Beat mkt rate 61.8%
Stock avg forward return Market (same period)
120 days after: historical avg +36.65%
20-day
60-day
120-day
Win
57.1%
60%
70.6%
Sample
35
35
34
Median
+5.09%
+6.18%
+18.27%
Excess
+5.68%
+21.69%
+30.37%
Beat mkt rate
54.3%
60%
61.8%
Over 34 occurrences, 120-day forward avg gained 36.65%, beat the market by 30.37 pts; win rate 70.6%.
Top-quintile 6-month momentum
Active · now 97.28% The ETF ranks in the top 20% of liquid US-listed ETFs by 126-day adjusted return.
23 historical occurrences (since 2016-07-07)
Average forward return after Top-quintile 6-month momentum。20-day: Win 65.2%, Sample 23, Median +8.74%, Excess +6.47%, Beat mkt rate 65.2%;60-day: Win 69.6%, Sample 23, Median +21%, Excess +19.08%, Beat mkt rate 65.2%;120-day: Win 60.9%, Sample 23, Median +30.17%, Excess +33.52%, Beat mkt rate 60.9%
Stock avg forward return Market (same period)
120 days after: historical avg +38.58%
20-day
60-day
120-day
Win
65.2%
69.6%
60.9%
Sample
23
23
23
Median
+8.74%
+21%
+30.17%
Excess
+6.47%
+19.08%
+33.52%
Beat mkt rate
65.2%
65.2%
60.9%
Over 23 occurrences, 120-day forward avg gained 38.58%, beat the market by 33.52 pts; win rate 60.9%.