Citigroup (C) has touched its pre-ex close within 30 trading days in 95% of the last 20 ex-dividend events, with a median time-to-touch of 1 trading day (limit-order recovery basis). The dividend is below the typical daily price swing (signal-to-noise 0.33), meaning ordinary day-to-day noise can easily exceed the dividend itself.
Versus its sector, C sits roughly in line with the Financial Services sector benchmark of 95%. The sector median time-to-touch is 1 trading day, matching the peer pace.
Historical base rates are not predictions; transaction costs, slippage, and ordinary-income tax on short holding periods can materially reduce realized profit. The next ex-dividend date is estimated at Aug 3, 2026 (±1 day), based on the historical pattern; the company has not yet declared a dividend.
- Touch rate (30d)
- 95%in line with sector
- Median days-to-touch
- 1din line with sector
- Signal-to-noise
- 0.33in line with sector
Recovery engine
TL;DR over the most recent 20 events.
| Metric | Value | vs sector |
|---|---|---|
| 30-day touch rate | 95% | in line with sector |
| Median days-to-touch | 1d | in line with sector |
| Signal-to-noise (div / ATR) | 0.33 | in line with sector |
| Avg gap on ex-date | -1.28% | -0.70pp vs sector |
| Win rate at MOC exit | 58% | — |
| Median drawdown during hold | -3.34% | +1.03pp vs sector |
| Best / worst touch (days) | 1 / 20 | — |
Next ex-dividend
Estimated from historical pattern ±1 day.
| Dividend | $0.60 |
| Per-event yield | 0.47% |
| Annualized yield | 1.91% |
| Previously paid | May 4, 2026 ($0.60) |
| Last record date | May 4, 2026 |
| Last payment date | May 22, 2026 |
C Dividend Capture History — Last 20 Ex-Dividend Events
Per-event gap on ex-date, the pre-ex close used as the touch target, trading days to first intraday high at or above that level, plus 5/30-day touch flags, drawdown and 5-day P&L for Citigroup (C). For a stricter close-at-bell exit timeline, use the simulator below (MOC mode). td = trading days from ex-date.
| Recovered 5d | Recovered 30d | ||||||||
|---|---|---|---|---|---|---|---|---|---|
| Q2 | $0.60 | -0.46% | $127.44 | 2 | yes | yes | -2.23% | — | |
| Q1 | $0.60 | -0.65% | $115.71 | 1 | yes | yes | -6.33% | +7.48% | |
| Q4 | $0.60 | -0.50% | $101.23 | 1 | yes | yes | -3.81% | +0.85% | |
| Q3 | $0.60 | -0.09% | $91.83 | 1 | yes | yes | -2.34% | +1.18% | |
| Q2 | $0.56 | -1.86% | $70.59 | 1 | yes | yes | -2.01% | +6.91% | |
| Q1 | $0.56 | -3.60% | $81.43 | 4 | yes | yes | -5.58% | -0.17% | |
| Q4 | $0.56 | -1.13% | $63.71 | 2 | yes | yes | -2.32% | +10.44% | |
| Q3 | $0.56 | -7.96% | $58.76 | 8 | no | yes | -8.93% | -0.61% | |
| Q2 | $0.53 | -0.05% | $61.54 | 1 | yes | yes | -0.21% | +4.09% | |
| Q1 | $0.53 | -0.82% | $56.06 | 14 | no | yes | -6.81% | -2.75% | |
| Q4 | $0.53 | 0.51% | $41.35 | 1 | yes | yes | -0.15% | +3.05% | |
| Q3 | $0.53 | -1.04% | $46.21 | 1 | yes | yes | -8.92% | -2.40% | |
| Q2 | $0.51 | -1.79% | $47.03 | 1 | yes | yes | -6.27% | -0.43% | |
| Q1 | $0.51 | -2.30% | $52.22 | 20 | no | yes | -5.88% | -3.06% | |
| Q4 | $0.51 | 0.07% | $44.58 | 1 | yes | yes | -0.70% | +13.73% | |
| Q3 | $0.51 | -0.98% | $52.23 | 1 | yes | yes | -2.87% | -0.11% | |
| Q2 | $0.51 | -0.72% | $50.02 | 3 | yes | yes | -9.24% | +4.22% | |
| Q1 | $0.51 | -0.34% | $65.26 | 1 | yes | yes | -1.61% | +3.68% | |
| Q4 | $0.51 | -0.56% | $70.88 | >30 | no | no | -6.15% | -4.77% | |
| Q3 | $0.51 | -1.29% | $68.81 | 2 | yes | yes | -2.79% | +4.03% |
- —
- +7.48%
- +0.85%
- +1.18%
- +6.91%
- -0.17%
- +10.44%
- -0.61%
- +4.09%
- -2.75%
- +3.05%
- -2.40%
- -0.43%
- -3.06%
- +13.73%
- -0.11%
- +4.22%
- +3.68%
- -4.77%
- +4.03%
C Pre-Ex Touch Time Distribution
First trading session whose intraday high reached the pre-ex close within the 30-day measurement window. td = trading days from ex-date.
| Touch window | Distribution | Count | Share |
|---|---|---|---|
| ≤ 1 day | 11 | 55% | |
| 2–3 days | 4 | 20% | |
| 4–5 days | 1 | 5% | |
| 6–10 days | 1 | 5% | |
| 11–30 days | 2 | 10% | |
| 30+ | 1 | 5% |
C Dividend Capture Calculator — After-Tax Yield
Pre-filled with C's next expected dividend and recent close. Adjust tax rate, holding period and slippage to estimate after-tax capture yield.
U.S. ordinary-income rate (22-37%) applies on holds shorter than 61 days. Hold longer to qualify for the 0/15/20% qualified-dividend rate.
- Gross dividend
- $120.00
- After-tax dividend
- $78.00
- Slippage round-trip
- -$25.49
- Net if price returns to pre-ex
- +$52.51
- Required recovery to break even
- 0.00%
- Per-event after-tax yield
- +0.21%
- Annual if all succeed
- ~10.4%
C Dividend Capture Backtest Simulator
Replay every historical C ex-dividend with two exit strategies: a GTC limit-order at the pre-ex close, or hold for N days and exit at MOC. Pick the window and quarter filter that matches your plan.
Sell back at the pre-ex close on the first intraday touch within the window. If it never touches, exit at MOC after the window expires (stop-loss).
Figures are gross — before tax, commissions, and slippage. Percents are per-event return on capital at entry (pre-ex close).
Cumulative P&L (equity curve)
Vertical axis: cumulative sum of per-event % (same units as the headline cumulative). Hover dots for exact values.
Per-event P&L distribution
20 trades in this sample · bar height ∝ count in each bucket (gross % per event).
Scenario P&L by event · C (20)
Scenario P&L — updates with exit mode, window, and quarter. History adds gap, touch, drawdown, and a fixed P&L 5d % (MOC). Same per-row % as that column only for MOC + 5d on the same rows. Oldest → newest, gross pre-ex close basis.
| Ex-date | P&L |
|---|---|
| +0.74% | |
| -4.77% | |
| +0.78% | |
| +1.02% | |
| +0.98% | |
| +1.14% | |
| -3.06% | |
| +1.08% | |
| +1.15% | |
| +1.28% | |
| -2.75% | |
| +0.86% | |
| -0.61% | |
| +0.88% | |
| +0.69% | |
| +0.79% | |
| +0.65% | |
| +0.59% | |
| +0.52% | |
| +0.47% |
Results are illustrative only and are not financial advice. Capture simulations use historical prices and simplified costs and tax assumptions. Actual fills, borrow fees, and market rules vary. Consult a qualified advisor before trading.