Three screens for fast-reverting ETF premiums
Dev Prasad
Former ETF portfolio manager
Position disclosure
The author holds no positions in the funds discussed.
Key takeaways
- -Median half-life under 2 days is the first filter
- -Exact-tier iNAV only — proxy tiers add noise
- -Event flags (rebalances, holidays) are excluded automatically
Half-life, not size, decides whether a premium is tradeable. The screens we run internally, with the filter logic shown. The rest of this page is a structural preview: the full article body, embedded interactive charts, and the comment thread arrive with the research-core phase. What follows is the grade card a reader would see alongside the piece.
Irradiance Grades
Methodology →Relative Value
Trades below what its quality and growth typically command.
Quality
Solid returns on capital, clean accruals, moderate leverage.
Growth
Mid-single-digit revenue growth, steadier than peers.
Risk
Lower volatility and beta than the sector median.
Cross-listing
ADR premium near its structural basis; no strong signal.
Sample data · grades shown for illustration with fictional tickers.