Dividend Analysis Reports

Historical backtesting of dividend capture strategies across the S&P 500.

⚠️ Reality Check Phase Complete: Previous "Too Good to be True" results were due to adjusted price bias (double-counting). These new reports use Raw Market Prices (Unadjusted) and include Market Friction (Slippage).

Current Constraints: Survivorship Bias Filter • Slippage 0.05% per trade • IRA/401(k) Tax-Advantaged

Featured Scenarios

🚀 New Optimal Strategy — B35/S45
+395% return (Still beating SPY at +287%) · Longer hold window allows for "Dividend Drop" recovery. ✨ Standard Strategy — B30/S30
+324% return · Realistic accounting with explicit dividend logs. 📈 Full Parameter Sweep Summary (144 Runs)
See how different buy/sell timings affect performance in a realistic market.

Market Cap Segment Analysis

💎 Mega Cap Only — 38 tickers (+568% Return) · B35/S45 💎 Large Cap and Up — 174 tickers (+427% Return) · B30/S30 💎 Mid-Large Cap and Up — 365 tickers (+414% Return) · B35/S45

Last updated: 2026-03-16