Exelon (EXC) has touched its pre-ex close within 30 trading days in 95% of the last 19 ex-dividend events, with a median time-to-touch of 2 trading days (limit-order recovery basis). The dividend is below the typical daily price swing (signal-to-noise 0.45), meaning ordinary day-to-day noise can easily exceed the dividend itself.
Versus its sector, EXC sits roughly in line with the Utilities sector benchmark of 95%. The sector median time-to-touch is 1 trading day, so this ticker touches more slowly than peers.
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 Sep 4, 2026 (±7 days), 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
- 2din line with sector
- Signal-to-noise
- 0.45in line with sector
Recovery engine
TL;DR over the most recent 19 events.
| Metric | Value | vs sector |
|---|---|---|
| 30-day touch rate | 95% | in line with sector |
| Median days-to-touch | 2d | in line with sector |
| Signal-to-noise (div / ATR) | 0.45 | in line with sector |
| Avg gap on ex-date | -0.72% | in line with sector |
| Win rate at MOC exit | 65% | — |
| Median drawdown during hold | -2.60% | +1.24pp vs sector |
| Best / worst touch (days) | 1 / 9 | — |
Next ex-dividend
Estimated from historical pattern ±7 days.
| Dividend | $0.42 |
| Per-event yield | 0.85% |
| Annualized yield | 3.67% |
| Previously paid | Mar 2, 2026 ($0.42) |
| Last record date | Mar 2, 2026 |
| Last payment date | Mar 13, 2026 |
EXC 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 Exelon (EXC). 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 | $0.42 | -0.85% | $49.47 | 1 | yes | yes | -3.50% | +0.18% | |
| Q4 | $0.40 | -1.00% | $46.21 | 3 | yes | yes | -2.47% | +1.71% | |
| Q3 | $0.40 | -0.90% | $45.32 | 8 | no | yes | -3.20% | -2.03% | |
| Q2 | $0.40 | -1.99% | $45.21 | >30 | no | no | -7.74% | -0.93% | |
| Q1 | $0.40 | -0.18% | $43.39 | 1 | yes | yes | -1.77% | +3.60% | |
| Q4 | $0.38 | -0.45% | $38.09 | 1 | yes | yes | -0.74% | +3.68% | |
| Q3 | $0.38 | -1.23% | $37.48 | 4 | yes | yes | -1.89% | +1.36% | |
| Q2 | $0.38 | -0.99% | $38.33 | 3 | yes | yes | -3.50% | +1.64% | |
| Q1 | $0.38 | -1.73% | $35.84 | 2 | yes | yes | -2.40% | +4.19% | |
| Q4 | $0.36 | 1.03% | $38.80 | 1 | yes | yes | -1.16% | +1.13% | |
| Q3 | $0.36 | -0.96% | $40.51 | 9 | no | yes | -2.74% | -1.01% | |
| Q2 | $0.36 | -0.12% | $42.48 | 1 | yes | yes | -8.47% | -5.30% | |
| Q1 | $0.36 | -1.77% | $41.84 | 2 | yes | yes | -5.62% | -0.24% | |
| Q4 | $0.34 | -0.28% | $39.11 | 7 | no | yes | -4.78% | -0.18% | |
| Q3 | $0.34 | -0.44% | $45.70 | 1 | yes | yes | -2.17% | +1.70% | |
| Q2 | $0.34 | -0.59% | $47.62 | 1 | yes | yes | -4.66% | +0.14% | |
| Q1 | $0.34 | -0.32% | $40.97 | 1 | yes | yes | -2.10% | +6.10% | |
| Q4 | $0.38 | -0.72% | $39.00 | 1 | yes | yes | -2.74% | -0.99% | |
| Q3 | $0.38 | -0.29% | $34.37 | 2 | yes | yes | -0.96% | +2.33% | |
| Q2 | $0.38 | -0.46% | $30.74 | 1 | yes | yes | -0.72% | +7.36% |
- +0.18%
- +1.71%
- -2.03%
- -0.93%
- +3.60%
- +3.68%
- +1.36%
- +1.64%
- +4.19%
- +1.13%
- -1.01%
- -5.30%
- -0.24%
- -0.18%
- +1.70%
- +0.14%
- +6.10%
- -0.99%
- +2.33%
- +7.36%
EXC 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 | 10 | 50% | |
| 2–3 days | 5 | 25% | |
| 4–5 days | 1 | 5% | |
| 6–10 days | 3 | 15% | |
| 11–30 days | 0 | 0% | |
| 30+ | 1 | 5% |
EXC Dividend Capture Calculator — After-Tax Yield
Pre-filled with EXC'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
- $84.00
- After-tax dividend
- $54.60
- Slippage round-trip
- -$9.89
- Net if price returns to pre-ex
- +$44.71
- Required recovery to break even
- 0.00%
- Per-event after-tax yield
- +0.45%
- Annual if all succeed
- ~22.8%
EXC Dividend Capture Backtest Simulator
Replay every historical EXC 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 · EXC (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 |
|---|---|
| +1.24% | |
| +1.11% | |
| +0.98% | |
| +0.82% | |
| +0.71% | |
| +0.74% | |
| -0.18% | |
| +0.86% | |
| +0.85% | |
| -1.01% | |
| +0.93% | |
| +1.06% | |
| +0.99% | |
| +1.01% | |
| +1.00% | |
| +0.92% | |
| -0.93% | |
| -2.03% | |
| +0.87% | |
| +0.85% |
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.