Top-quintile 6-month momentum
Active · now 84.44% The ETF ranks in the top 20% of liquid US-listed ETFs by 126-day adjusted return.
32 historical occurrences (since 2016-07-05)
Average forward return after Top-quintile 6-month momentum。20-day: Win 58.1%, Sample 31, Median +0.68%, Excess -0.41%, Beat mkt rate 48.4%;60-day: Win 71%, Sample 31, Median +9.45%, Excess +3.08%, Beat mkt rate 64.5%;120-day: Win 70%, Sample 30, Median +7.49%, Excess +2.57%, Beat mkt rate 50%
Stock avg forward return Market (same period)
120 days after: historical avg +8.09%
20-day
60-day
120-day
Win
58.1%
71%
70%
Sample
31
31
30
Median
+0.68%
+9.45%
+7.49%
Excess
-0.41%
+3.08%
+2.57%
Beat mkt rate
48.4%
64.5%
50%
Over 30 occurrences, 120-day forward avg gained 8.09%, beat the market by 2.57 pts; win rate 70%.