Top-quintile 6-month momentum
Active · now 82.49% The ETF ranks in the top 20% of liquid US-listed ETFs by 126-day adjusted return.
21 historical occurrences (since 2017-06-09)
Average forward return after Top-quintile 6-month momentum。20-day: Win 65%, Sample 20, Median +1.61%, Excess +0.2%, Beat mkt rate 50%;60-day: Win 80%, Sample 20, Median +2.31%, Excess +0.57%, Beat mkt rate 55%;120-day: Win 75%, Sample 20, Median +3.16%, Excess +0.13%, Beat mkt rate 50%
Stock avg forward return Market (same period)
120 days after: historical avg +3.32%
20-day
60-day
120-day
Win
65%
80%
75%
Sample
20
20
20
Median
+1.61%
+2.31%
+3.16%
Excess
+0.2%
+0.57%
+0.13%
Beat mkt rate
50%
55%
50%
Over 20 occurrences, 120-day forward avg gained 3.32%, beat the market by 0.13 pts; win rate 75%.