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Dividend Capture

Dividend capture: hold high-yield low-vol stocks, harvest dividends

Dividend Capture (Ex-Date)

3Y
Total Return
-0.8%
3Y
Sharpe Ratio
-0.40
3Y
Max Drawdown
-14.5%
3Y
Win Rate
49.5%
3Y
Alpha
-23.4%
3Y
Comp. Score *
-0.01
Risk Parameters
Max Allocation0.0%
Stop Loss20.0%
Take Profit8.0%
Max DD Tolerance14.5%
Rebalanceweekly
Execution Guidance
Order TypeLimit
Entry RuleBuy on ex-dividend date dips or when yield exceeds 5-year average.
TimingSAFE TO BUY. *
ScalingBuild position over 4-6 weeks. Reinvest all dividends.
Positions — Vol-Adjusted Sizing
SymbolActionVol Stop LossTake ProfitSizeLinks
XOM BUY 24% 19.8% below entry 7.9% above entry 0.0% TVYH
MCD BUY 18% 15.2% below entry 6.1% above entry 0.0% TVYH
IBM BUY 30% 25.5% below entry 10.2% above entry 0.0% TVYH
VYM BUY 14% 11.5% below entry 4.6% above entry 0.0% TVYH
KO BUY 16% 13.8% below entry 5.5% above entry 0.0% TVYH
JNJ BUY 18% 14.9% below entry 6.0% above entry 0.0% TVYH
HDV BUY 12% 10.0% below entry 4.0% above entry 0.0% TVYH
SCHD BUY 14% 11.9% below entry 4.7% above entry 0.0% TVYH
VZ BUY 22% 18.9% below entry 7.6% above entry 0.0% TVYH
▶ For Passive Investors (Buy & Hold)

This strategy has moderate long-term potential but requires monitoring. - Take profit: Take profit at +50%. This strategy is inconsistent — capture gains when available. - Stop loss: Reduce position by 50% at -25% drawdown. Consistency is only 32%. - Exit rule: Exit if any holding cuts its dividend. Price drops with maintained payments are buying opportunities.

Avg 5Y Return
5.9%
Avg 5Y Sharpe
-0.23
10Y Return
-0.9%
10Y Sharpe
-0.36
HODL Composite
0.03
Consistency
32%
Suitable for passive
No