Top-quintile 6-month momentum
Active · now 90.27% The ETF ranks in the top 20% of liquid US-listed ETFs by 126-day adjusted return.
27 historical occurrences (since 2016-07-07)
Average forward return after Top-quintile 6-month momentum。20-day: Win 66.7%, Sample 27, Median +2.61%, Excess +0.38%, Beat mkt rate 66.7%;60-day: Win 65.4%, Sample 26, Median +6.07%, Excess +1.07%, Beat mkt rate 65.4%;120-day: Win 75%, Sample 24, Median +10.94%, Excess +3.83%, Beat mkt rate 75%
Stock avg forward return Market (same period)
120 days after: historical avg +8.63%
20-day
60-day
120-day
Win
66.7%
65.4%
75%
Sample
27
26
24
Median
+2.61%
+6.07%
+10.94%
Excess
+0.38%
+1.07%
+3.83%
Beat mkt rate
66.7%
65.4%
75%
Over 24 occurrences, 120-day forward avg gained 8.63%, beat the market by 3.83 pts; win rate 75%.