Top-quintile 6-month momentum
Active · now 96.5% The ETF ranks in the top 20% of liquid US-listed ETFs by 126-day adjusted return.
23 historical occurrences (since 2016-07-14)
Average forward return after Top-quintile 6-month momentum。20-day: Win 65.2%, Sample 23, Median +11.49%, Excess +4.89%, Beat mkt rate 60.9%;60-day: Win 81.8%, Sample 22, Median +14.63%, Excess +12.37%, Beat mkt rate 77.3%;120-day: Win 85.7%, Sample 21, Median +28.79%, Excess +27.17%, Beat mkt rate 81%
Stock avg forward return Market (same period)
120 days after: historical avg +35.68%
20-day
60-day
120-day
Win
65.2%
81.8%
85.7%
Sample
23
22
21
Median
+11.49%
+14.63%
+28.79%
Excess
+4.89%
+12.37%
+27.17%
Beat mkt rate
60.9%
77.3%
81%
Over 21 occurrences, 120-day forward avg gained 35.68%, beat the market by 27.17 pts; win rate 85.7%.