Top-quintile 6-month momentum
Active · now 94.16% The ETF ranks in the top 20% of liquid US-listed ETFs by 126-day adjusted return.
29 historical occurrences (since 2016-07-06)
Average forward return after Top-quintile 6-month momentum。20-day: Win 55.2%, Sample 29, Median +1.55%, Excess -1.5%, Beat mkt rate 55.2%;60-day: Win 71.4%, Sample 28, Median +8.14%, Excess +2.13%, Beat mkt rate 64.3%;120-day: Win 76.9%, Sample 26, Median +17.85%, Excess +7.63%, Beat mkt rate 65.4%
Stock avg forward return Market (same period)
120 days after: historical avg +13.39%
20-day
60-day
120-day
Win
55.2%
71.4%
76.9%
Sample
29
28
26
Median
+1.55%
+8.14%
+17.85%
Excess
-1.5%
+2.13%
+7.63%
Beat mkt rate
55.2%
64.3%
65.4%
Over 26 occurrences, 120-day forward avg gained 13.39%, beat the market by 7.63 pts; win rate 76.9%.