CF Industries Holdings (CF) has touched its pre-ex close within 30 trading days in 100% 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 0.17), meaning ordinary day-to-day noise can easily exceed the dividend itself.
Versus its sector, CF sits roughly in line with the Basic Materials 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 14, 2026 (±1 day), based on the historical pattern; the company has not yet declared a dividend.
- Touch rate (30d)
- 100%+5pp vs sector
- Median days-to-touch
- 1din line with sector
- Signal-to-noise
- 0.17in line with sector
Recovery engine
TL;DR over the most recent 19 events.
| Metric | Value | vs sector |
|---|---|---|
| 30-day touch rate | 100% | +5pp vs sector |
| Median days-to-touch | 1d | in line with sector |
| Signal-to-noise (div / ATR) | 0.17 | in line with sector |
| Avg gap on ex-date | -0.44% | in line with sector |
| Win rate at MOC exit | 45% | — |
| Median drawdown during hold | -4.60% | +0.11pp vs sector |
| Best / worst touch (days) | 1 / 6 | — |
Next ex-dividend
Estimated from historical pattern ±1 day.
| Dividend | $0.50 |
| Per-event yield | 0.53% |
| Annualized yield | 1.60% |
| Previously paid | Feb 13, 2026 ($0.50) |
| Last record date | Feb 13, 2026 |
| Last payment date | Feb 27, 2026 |
CF 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 CF Industries Holdings (CF). 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 | $0.50 | -0.87% | $94.16 | 1 | yes | yes | -2.13% | +1.90% | |
| Q4 | $0.50 | -0.77% | $84.33 | 1 | yes | yes | -9.31% | -6.27% | |
| Q3 | $0.50 | -0.76% | $85.27 | 1 | yes | yes | -1.99% | +2.04% | |
| Q2 | $0.50 | -0.72% | $85.97 | 1 | yes | yes | -2.08% | +4.00% | |
| Q1 | $0.50 | 0.41% | $81.46 | 1 | yes | yes | -5.22% | -4.24% | |
| Q4 | $0.50 | 0.20% | $85.74 | 1 | yes | yes | -0.08% | +5.31% | |
| Q3 | $0.50 | 0.37% | $80.55 | 1 | yes | yes | -2.48% | -1.45% | |
| Q2 | $0.50 | -0.39% | $74.26 | 1 | yes | yes | -0.43% | +6.49% | |
| Q1 | $0.50 | 0.23% | $77.02 | 1 | yes | yes | -1.17% | +4.13% | |
| Q4 | $0.40 | -0.35% | $79.85 | 1 | yes | yes | -7.23% | -3.71% | |
| Q3 | $0.40 | -2.37% | $79.89 | 6 | no | yes | -9.38% | -0.45% | |
| Q2 | $0.40 | 0.03% | $67.18 | 1 | yes | yes | -5.55% | -0.83% | |
| Q1 | $0.40 | -1.06% | $86.85 | 3 | yes | yes | -6.62% | -1.21% | |
| Q4 | $0.40 | -0.53% | $102.82 | 1 | yes | yes | -4.51% | +0.34% | |
| Q3 | $0.40 | -0.94% | $102.37 | 1 | yes | yes | -2.50% | +1.49% | |
| Q2 | $0.40 | 2.23% | $98.63 | 1 | yes | yes | -6.03% | -2.47% | |
| Q1 | $0.30 | -1.63% | $76.74 | 4 | yes | yes | -12.76% | -3.40% | |
| Q4 | $0.30 | -0.52% | $63.80 | 1 | yes | yes | -2.77% | +2.65% | |
| Q3 | $0.30 | -0.96% | $49.03 | 1 | yes | yes | -11.91% | -8.69% | |
| Q2 | $0.30 | 0.35% | $53.57 | 1 | yes | yes | -4.69% | -1.75% |
- +1.90%
- -6.27%
- +2.04%
- +4.00%
- -4.24%
- +5.31%
- -1.45%
- +6.49%
- +4.13%
- -3.71%
- -0.45%
- -0.83%
- -1.21%
- +0.34%
- +1.49%
- -2.47%
- -3.40%
- +2.65%
- -8.69%
- -1.75%
CF 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 | 17 | 85% | |
| 2–3 days | 1 | 5% | |
| 4–5 days | 1 | 5% | |
| 6–10 days | 1 | 5% | |
| 11–30 days | 0 | 0% | |
| 30+ | 0 | 0% |
CF Dividend Capture Calculator — After-Tax Yield
Pre-filled with CF'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
- $100.00
- After-tax dividend
- $65.00
- Slippage round-trip
- -$18.83
- Net if price returns to pre-ex
- +$46.17
- Required recovery to break even
- 0.00%
- Per-event after-tax yield
- +0.25%
- Annual if all succeed
- ~12.4%
CF Dividend Capture Backtest Simulator
Replay every historical CF 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 · CF (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 |
|---|---|
| +0.56% | |
| +0.61% | |
| +0.47% | |
| +0.39% | |
| +0.41% | |
| +0.39% | |
| +0.39% | |
| +0.46% | |
| +0.60% | |
| -0.45% | |
| +0.50% | |
| +0.65% | |
| +0.67% | |
| +0.62% | |
| +0.58% | |
| +0.61% | |
| +0.58% | |
| +0.59% | |
| +0.59% | |
| +0.53% |
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.