Farmland Partners Inc. (FPI)

Trade Timeline

Risk Factors

• •Low quality and long-term scores (both 30/100) raise the risk of adverse idiosyncratic news or structural weakness during the hold window.
• •Historical data reliability is limited: sample size is only 47 events, and the model’s overall confidence level is LOW.
• •Gap fill rates are 0.0% for both 7- and 14-day windows, suggesting that prior price drops around ex-date did not reliably recover within those periods.
• •Theoretical volatility inputs show 14-day ATR at 0.00% and flat 5- and 20-day momentum slopes (0.0000% per day), implying either stale data or abnormal behavior; this makes risk estimation uncertain.
• •Despite a solid historical win rate (66.0%) and 1.29% average return for Buy 7d / Sell 1d, there is still a 34% chance of loss on any given capture attempt.

Action Checklist

• 1.Confirm the ex-dividend date of 2026-01-02 and market holiday schedule to pinpoint the exact trade days.
• 2.Target entry around 7 trading days before ex-date (approximately 2025-12-26), aligning position size with a speculative risk bucket.
• 3.Set a predefined exit rule to close the position 1 trading day after ex-date (around 2026-01-05), regardless of small deviations from the modeled outcome.
• 4.Monitor for unusual volatility, news, or price gaps around entry; be prepared to reduce or cancel the trade if abnormal moves occur.
• 5.Review real-time liquidity and spreads at entry and exit, as transaction costs can materially erode a 1.29% expected capture return.
• 6.Avoid treating FPI as a core long-term income holding given its 30/100 quality and long-term scores and modest 2.47% yield.