Top-quintile 6-month momentum
Active · now 98.44% The ETF ranks in the top 20% of liquid US-listed ETFs by 126-day adjusted return.
22 historical occurrences (since 2016-07-08)
Average forward return after Top-quintile 6-month momentum。20-day: Win 54.5%, Sample 22, Median +5.34%, Excess +1.61%, Beat mkt rate 54.5%;60-day: Win 77.3%, Sample 22, Median +13%, Excess +9.24%, Beat mkt rate 68.2%;120-day: Win 76.2%, Sample 21, Median +27.29%, Excess +17.23%, Beat mkt rate 66.7%
Stock avg forward return Market (same period)
120 days after: historical avg +22.97%
20-day
60-day
120-day
Win
54.5%
77.3%
76.2%
Sample
22
22
21
Median
+5.34%
+13%
+27.29%
Excess
+1.61%
+9.24%
+17.23%
Beat mkt rate
54.5%
68.2%
66.7%
Over 21 occurrences, 120-day forward avg gained 22.97%, beat the market by 17.23 pts; win rate 76.2%.