Top-quintile 6-month momentum
Active · now 84.05% The ETF ranks in the top 20% of liquid US-listed ETFs by 126-day adjusted return.
30 historical occurrences (since 2016-07-12)
Average forward return after Top-quintile 6-month momentum。20-day: Win 51.7%, Sample 29, Median +0.34%, Excess -0.46%, Beat mkt rate 48.3%;60-day: Win 44.8%, Sample 29, Median -2.38%, Excess -1.66%, Beat mkt rate 41.4%;120-day: Win 48.3%, Sample 29, Median -1.24%, Excess -2.31%, Beat mkt rate 34.5%
Stock avg forward return Market (same period)
120 days after: historical avg +3.38%
20-day
60-day
120-day
Win
51.7%
44.8%
48.3%
Sample
29
29
29
Median
+0.34%
-2.38%
-1.24%
Excess
-0.46%
-1.66%
-2.31%
Beat mkt rate
48.3%
41.4%
34.5%
Over 29 occurrences, 120-day forward avg gained 3.38%, lagged the market by 2.31 pts; win rate 48.3%.