Modiv Inc. (MDV)

Trade Timeline

Risk Factors

• •Low Confidence Level and low Capture Score (32/100) indicate that the 1.96% expected return and 60.9% historical win rate for the 7d buy / 1d sell strategy may not be robust.
• •Historical 7-day and 14-day gap fill rates are 0.0%, so if price drops more than the dividend on ex-date, recovery is not historically reliable.
• •Quality and long-term scores are weak (35/100 each, Tier 3), raising fundamental risk around news or sentiment moves during the capture window.
• •Volatility and momentum data (ATR 0.00%, 0.0000% slopes) look unrealistically flat, suggesting thin trading, stale data, or illiquidity risk that can widen spreads and impair execution.
• •Average capture yield is only 0.682%, well below the modeled 1.96% expected return, which is a notable contradiction that could mean the model is optimistic.

Action Checklist

• 1.Verify up-to-date fundamentals for MDV (latest earnings, FFO/coverage, payout ratio, and any dividend change announcements).
• 2.Check current liquidity, bid-ask spreads, and real ATR/volatility for MDV to confirm tradability around the ex-dividend date.
• 3.If pursuing capture, plan an entry roughly 7 trading days before the 2025-12-31 ex-dividend date, using limit orders to control slippage.
• 4.Size the capture trade conservatively, assuming only a medium-quality edge and the possibility of a non-recovering post–ex-div price drop.
• 5.Set a predefined exit on the first trading day after ex-date, and be prepared to cut the trade if drawdown materially exceeds the $0.0975 dividend.
• 6.Avoid treating MDV as a core long-term dividend position unless future updates show improved quality scores and clearer dividend sustainability.