Capital One Financial (COF) 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 0.15), meaning ordinary day-to-day noise can easily exceed the dividend itself.
Versus its sector, COF 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 21, 2026 (±4 days), 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
- 0.15-0.16 vs 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) | 0.15 | -0.16 vs sector |
| Avg gap on ex-date | -0.17% | +0.40pp vs sector |
| Win rate at MOC exit | 50% | — |
| Median drawdown during hold | -4.03% | +0.34pp vs sector |
| Best / worst touch (days) | 1 / 7 | — |
Next ex-dividend
Estimated from historical pattern ±4 days.
| Dividend | $0.80 |
| Per-event yield | 0.38% |
| Annualized yield | 1.65% |
| Previously paid | Feb 19, 2026 ($0.80) |
| Last record date | Feb 19, 2026 |
| Last payment date | Mar 2, 2026 |
COF 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 Capital One Financial (COF). 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 | $0.80 | -0.93% | $209.88 | 6 | no | yes | -10.66% | -0.29% | |
| Q4 | $0.80 | -0.63% | $211.15 | 7 | no | yes | -5.71% | -0.72% | |
| Q3 | $0.60 | 0.00% | $221.08 | 1 | yes | yes | -5.28% | +0.33% | |
| Q2 | $0.60 | -2.65% | $188.56 | 2 | yes | yes | -2.75% | +1.86% | |
| Q1 | $0.60 | 0.61% | $202.16 | 1 | yes | yes | -5.57% | -3.78% | |
| Q4 | $0.60 | -0.54% | $185.53 | 1 | yes | yes | -3.48% | -1.23% | |
| Q3 | $0.60 | -0.41% | $134.81 | 1 | yes | yes | -2.25% | +6.47% | |
| Q2 | $0.60 | -0.17% | $142.49 | 1 | yes | yes | -4.41% | -0.06% | |
| Q1 | $0.60 | -0.20% | $135.38 | 1 | yes | yes | -4.20% | +1.81% | |
| Q4 | $0.60 | -0.47% | $104.49 | 1 | yes | yes | -1.78% | +3.63% | |
| Q3 | $0.60 | -0.30% | $112.92 | 1 | yes | yes | -7.48% | -1.72% | |
| Q2 | $0.60 | -0.06% | $87.42 | 1 | yes | yes | -2.17% | +12.71% | |
| Q1 | $0.60 | -2.49% | $121.82 | 1 | yes | yes | -8.46% | -4.79% | |
| Q4 | $0.60 | 5.01% | $101.47 | 1 | yes | yes | -3.86% | -1.41% | |
| Q3 | $0.60 | -1.38% | $106.89 | 1 | yes | yes | -1.70% | +8.84% | |
| Q2 | $0.60 | 1.33% | $114.15 | 1 | yes | yes | -3.38% | +0.13% | |
| Q1 | $0.60 | -0.84% | $157.51 | 1 | yes | yes | -10.46% | -1.87% | |
| Q4 | $0.60 | -0.20% | $157.15 | 1 | yes | yes | -8.13% | -3.33% | |
| Q3 | $1.20 | 1.02% | $163.19 | 1 | yes | yes | -0.04% | +9.65% | |
| Q2 | $0.40 | 0.44% | $156.29 | 1 | yes | yes | -2.19% | +2.02% |
- -0.29%
- -0.72%
- +0.33%
- +1.86%
- -3.78%
- -1.23%
- +6.47%
- -0.06%
- +1.81%
- +3.63%
- -1.72%
- +12.71%
- -4.79%
- -1.41%
- +8.84%
- +0.13%
- -1.87%
- -3.33%
- +9.65%
- +2.02%
COF 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 | 0 | 0% | |
| 6–10 days | 2 | 10% | |
| 11–30 days | 0 | 0% | |
| 30+ | 0 | 0% |
COF Dividend Capture Calculator — After-Tax Yield
Pre-filled with COF'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
- $160.00
- After-tax dividend
- $104.00
- Slippage round-trip
- -$41.98
- Net if price returns to pre-ex
- +$62.02
- Required recovery to break even
- 0.00%
- Per-event after-tax yield
- +0.15%
- Annual if all succeed
- ~7.4%
COF Dividend Capture Backtest Simulator
Replay every historical COF 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 · COF (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 |
|---|---|
| +0.26% | |
| +0.74% | |
| +0.38% | |
| +0.38% | |
| +0.53% | |
| +0.56% | |
| +0.59% | |
| +0.49% | |
| +0.69% | |
| +0.53% | |
| +0.57% | |
| +0.44% | |
| +0.42% | |
| +0.45% | |
| +0.32% | |
| +0.30% | |
| +0.32% | |
| +0.27% | |
| -0.72% | |
| -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.