Chubb (CB) has touched its pre-ex close within 30 trading days in 89% of the last 19 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 0.22), meaning ordinary day-to-day noise can easily exceed the dividend itself.
Versus its sector, CB sits noticeably below 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.
- Touch rate (30d)
- 89%-5pp vs sector
- Median days-to-touch
- 1din line with sector
- Signal-to-noise
- 0.22-0.09 vs sector
Recovery engine
TL;DR over the most recent 19 events.
| Metric | Value | vs sector |
|---|---|---|
| 30-day touch rate | 89% | -5pp vs sector |
| Median days-to-touch | 1d | in line with sector |
| Signal-to-noise (div / ATR) | 0.22 | -0.09 vs sector |
| Avg gap on ex-date | -0.58% | in line with sector |
| Win rate at MOC exit | 40% | — |
| Median drawdown during hold | -2.72% | +1.65pp vs sector |
| Best / worst touch (days) | 1 / 13 | — |
Next ex-dividend
The company has not declared a dividend, and we don't have enough recent history to extrapolate a reliable estimate.
CB 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 Chubb (CB). For a stricter close-at-bell exit timeline, use the simulator below (MOC mode). td = trading days from ex-date.
| Recovered 5d | Recovered 30d | ||||||||
|---|---|---|---|---|---|---|---|---|---|
| Q1 | $0.97 | 0.26% | $329.56 | 1 | yes | yes | -2.55% | -1.82% | |
| Q4 | $0.97 | 0.06% | $305.98 | 1 | yes | yes | -0.18% | +1.83% | |
| Q3 | $0.97 | -0.73% | $282.89 | 13 | no | yes | -4.31% | -2.84% | |
| Q2 | $0.97 | -0.97% | $289.29 | 2 | yes | yes | -2.73% | -0.04% | |
| Q1 | $0.91 | -0.43% | $288.55 | 1 | yes | yes | -1.05% | +1.31% | |
| Q4 | $0.91 | 0.15% | $275.38 | 1 | yes | yes | -1.74% | -0.46% | |
| Q3 | $0.91 | -0.14% | $288.56 | 1 | yes | yes | -0.98% | +1.04% | |
| Q2 | $0.91 | -1.09% | $263.21 | 3 | yes | yes | -3.61% | +1.45% | |
| Q1 | $0.86 | -1.05% | $260.21 | >30 | no | no | -2.23% | -1.17% | |
| Q4 | $0.86 | -0.65% | $226.11 | 11 | no | yes | -4.07% | -2.31% | |
| Q3 | $0.86 | 0.18% | $209.87 | 1 | yes | yes | -0.27% | +1.66% | |
| Q2 | $0.86 | -0.43% | $188.84 | 1 | yes | yes | -2.72% | +2.79% | |
| Q1 | $0.83 | -1.23% | $187.40 | 1 | yes | yes | -2.13% | -0.30% | |
| Q4 | $0.83 | -1.34% | $216.82 | 5 | yes | yes | -3.59% | +0.65% | |
| Q3 | $0.83 | -0.57% | $193.26 | 1 | yes | yes | -10.08% | -5.66% | |
| Q2 | $0.83 | -2.39% | $199.28 | >30 | no | no | -7.12% | -1.97% | |
| Q1 | $0.80 | -0.92% | $210.97 | 1 | yes | yes | -1.37% | +1.43% | |
| Q4 | $0.80 | 0.54% | $193.96 | 1 | yes | yes | -5.03% | -1.30% | |
| Q3 | $0.80 | -0.20% | $182.76 | 1 | yes | yes | -4.34% | -2.45% | |
| Q2 | $0.80 | -0.15% | $167.50 | 21 | no | yes | -7.00% | -3.28% |
- -1.82%
- +1.83%
- -2.84%
- -0.04%
- +1.31%
- -0.46%
- +1.04%
- +1.45%
- -1.17%
- -2.31%
- +1.66%
- +2.79%
- -0.30%
- +0.65%
- -5.66%
- -1.97%
- +1.43%
- -1.30%
- -2.45%
- -3.28%
CB 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 | 12 | 60% | |
| 2–3 days | 2 | 10% | |
| 4–5 days | 1 | 5% | |
| 6–10 days | 0 | 0% | |
| 11–30 days | 3 | 15% | |
| 30+ | 2 | 10% |
CB Dividend Capture Calculator — After-Tax Yield
Pre-filled with CB'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
- $204.00
- After-tax dividend
- $132.60
- Slippage round-trip
- -$65.91
- Net if price returns to pre-ex
- +$66.69
- Required recovery to break even
- 0.00%
- Per-event after-tax yield
- +0.10%
- Annual if all succeed
- ~5.1%
CB Dividend Capture Backtest Simulator
Replay every historical CB 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 · CB (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 |
|---|---|
| -3.28% | |
| +0.44% | |
| +0.41% | |
| +0.38% | |
| -1.97% | |
| +0.43% | |
| +0.38% | |
| +0.44% | |
| +0.46% | |
| +0.41% | |
| -2.31% | |
| -1.17% | |
| +0.35% | |
| +0.32% | |
| +0.33% | |
| +0.32% | |
| +0.34% | |
| -2.84% | |
| +0.32% | |
| +0.29% |
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.