Affiliated Managers Group, Inc. (MGRB)

Trade Timeline

Risk Factors

• •Low Confidence Level and modest Capture Score (46/100) indicate the historical edge may be weak or unstable despite a 78.9% win rate for the 1d buy / 7d sell strategy.
• •Zero reported volatility (14-day ATR = 0.00%) and flat momentum slopes (5-day and 20-day at 0.0000%/day) suggest data anomalies or illiquidity, which can make execution and slippage unpredictable.
• •Gap fill risk: 7-day and 14-day Gap Fill Rates are both 0.0%, meaning price often does not recover the ex-dividend drop quickly, leaving you potentially reliant on the dividend alone.
• •Small sample size (19 observations) limits statistical robustness of the 1.41% expected return and 78.9% win rate for the recommended strategy.
• •Tier 3 quality (35/100 Quality Score) raises business and event risk around the dividend date (e.g., sensitivity to negative news, poor liquidity).

Action Checklist

• 1.Confirm current market data (price, yield, liquidity, and spreads) for $MGRB, as provided stats show 0.00% ATR and flat momentum which may signal illiquidity or data issues.
• 2.Decide if your objective is long-term income or short-term dividend capture; avoid using MGRB as a core long-term dividend holding given its 35/100 Quality Score and Tier 3 rating.
• 3.If pursuing the capture trade, plan entry for the trading day before the 2025-12-29 ex-dividend date, ideally toward the close to minimize overnight exposure.
• 4.Size the position conservatively due to LOW confidence, questionable volatility data, and modest Capture Score (46/100).
• 5.Set a clear exit plan around 7 trading days after the ex-dividend date per the Classic Capture strategy, but be prepared to adjust based on liquidity, spreads, and price behavior.
• 6.Monitor for any news or abnormal price action around ex-date that could negate the historical 1.41% expected return profile.
• 7.Review post-trade performance versus expectations to decide whether MGRB remains in your future capture universe or should be removed due to data and quality concerns.