Top-quintile 6-month momentum
Active · now 90.66% The ETF ranks in the top 20% of liquid US-listed ETFs by 126-day adjusted return.
13 historical occurrences (since 2023-12-20)
Average forward return after Top-quintile 6-month momentum。20-day: Win 46.2%, Sample 13, Median -0.95%, Excess -0.32%, Beat mkt rate 46.2%;60-day: Win 61.5%, Sample 13, Median +4.24%, Excess +0.72%, Beat mkt rate 46.2%;120-day: Win 72.7%, Sample 11, Median +7.6%, Excess -2.43%, Beat mkt rate 27.3%
Stock avg forward return Market (same period)
120 days after: historical avg +6.1%
20-day
60-day
120-day
Win
46.2%
61.5%
72.7%
Sample
13
13
11
Median
-0.95%
+4.24%
+7.6%
Excess
-0.32%
+0.72%
-2.43%
Beat mkt rate
46.2%
46.2%
27.3%
Over 11 occurrences, 120-day forward avg gained 6.1%, lagged the market by 2.43 pts; win rate 72.7%.