Affiliated Managers Group, Inc. (MGRE)

Trade Timeline

Risk Factors

• •Very small sample size: Historical stats are based on only 6 observations, so the 83.3% 7-day win rate and 0.58% expected return may not be reliable.
• •Contradictory performance signals: 7-day win rate is 83.3% yet gap fill rates at 7 and 14 days are 0.0%, indicating past price action may not have fully recovered the dividend gap.
• •Flat momentum: 5-day and 20-day momentum slopes are both 0.0000% per day, providing no positive trend tailwind to support a capture trade.
• •Unrealistic volatility metrics: 14-day ATR is reported as 0.00%, suggesting data quality or liquidity issues that can distort risk estimates and actual trade execution.
• •Low overall quality and confidence: Capture Score is only 42/100 and overall Confidence Level is LOW, so the edge, if any, is weak and may not persist.
• •Short holding window but uncertain recovery: Average Recovery Days is 0.0 days alongside 0.0% gap fill rates, a contradictory signal that raises questions about the robustness of the dataset.

Action Checklist

• 1.Confirm current quote and spreads for $MGRE vs. the reference price of $24.71 to assess liquidity and execution risk.
• 2.Verify the ex-dividend date (2025-12-29) and payment amount ($0.4219) with a live data source before placing orders.
• 3.If pursuing the capture trade, plan to enter 1 trading day before the ex-dividend date, ideally near the close.
• 4.Set a position size assuming this is a speculative, low-confidence trade, not a core holding (e.g., smaller than typical full positions).
• 5.Define a maximum loss or price level at which you will exit early if the post-ex-dividend drop exceeds expectations.
• 6.Target an exit approximately 7 trading days after the ex-dividend date, monitoring for abnormal volatility or news.
• 7.Reassess after the trade: compare realized outcome vs. the expected 0.58% capture return and 0.4219 dividend to refine future decisions.