Strategy A (Pre-Ex Momentum Exit) vs. Strategy B (Hold Through Dividend) — Head-to-Head Comparison
Loading... | 250-day OHLCV backtest | Tool #1972
Tickers
Presets
Entry Window
5days before ex-date
Max Hold (B)
20days after ex-date (Strategy B max)
Fetching OHLCV data and running backtest...
Tickers Analyzed
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Total Ex-Dates
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Strategy A Win Rate
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Strategy B Win Rate
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Overall Winner
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Per-Ticker Breakdown
Summary Comparison Table
Ticker
Ex-Dates
A Win Rate
A Avg Return
A P&L / $10K
B Win Rate
B Avg Return
B P&L / $10K
B Avg Recovery
Winner
Charts
Head-to-Head: Strategy A (Gold) vs. Strategy B (Blue) by Ex-Date
Select a ticker above
Cumulative P&L: Strategy A (Gold) vs. Strategy B (Blue)
Equity curves across all detected ex-dates
Decision Heatmap: Entry Window vs. Hold Period
Green = Strategy A wins more | Blue = Strategy B wins more | Brighter = stronger edge
Overall Insights
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Strategy A wins this % of the time across all tickers and dates
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Average optimal entry is this many days before ex-date
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Average recovery period after ex-date (Strategy B)
DISCLAIMER: This is a backtesting tool for educational comparison only. Ex-dates are detected heuristically
via overnight gap-down analysis and may not match actual ex-dividend dates. Dividend amounts are estimated from gap-down
magnitudes. Strategy B's "hold through" calculation assumes dividend is received as estimated. Past performance does
not predict future results. Not financial advice.