Top-quintile 6-month momentum
Active · now 93.39% The ETF ranks in the top 20% of liquid US-listed ETFs by 126-day adjusted return.
30 historical occurrences (since 2016-07-06)
Average forward return after Top-quintile 6-month momentum。20-day: Win 56.7%, Sample 30, Median +1.62%, Excess -1.31%, Beat mkt rate 56.7%;60-day: Win 72.4%, Sample 29, Median +7.57%, Excess +2.35%, Beat mkt rate 65.5%;120-day: Win 74.1%, Sample 27, Median +17.77%, Excess +7.3%, Beat mkt rate 63%
Stock avg forward return Market (same period)
120 days after: historical avg +12.85%
20-day
60-day
120-day
Win
56.7%
72.4%
74.1%
Sample
30
29
27
Median
+1.62%
+7.57%
+17.77%
Excess
-1.31%
+2.35%
+7.3%
Beat mkt rate
56.7%
65.5%
63%
Over 27 occurrences, 120-day forward avg gained 12.85%, beat the market by 7.3 pts; win rate 74.1%.