Wabash National Corporation (WNC)

Trade Timeline

Risk Factors

• •Mixed and weak performance across strategies: The formally recommended 14-day hold (Buy 1d / Sell 14d) has an expected return of -0.42% with only a 50.9% win rate, barely better than a coin flip.
• •Only one scenario shows a decent edge: The Buy 14d / Sell 7d scenario has a modest 0.68% average return and 52.7% win rate, which is not a strong statistical advantage given the sample size of 55.
• •Zero gap fill rate: Both 7-day and 14-day gap fill rates are 0.0%, indicating that post–ex-dividend price drops historically did not recover to pre-dividend levels within those windows.
• •No upward momentum tailwind: 5-day and 20-day momentum slopes are both 0.0000% per day, so there is no positive trend to support a capture trade into and after the ex-date.
• •Data anomalies/limitations: 14-day ATR (volatility) reported at 0.00% is unrealistic and suggests incomplete or low-quality volatility data, making short-term risk hard to gauge.
• •Low capture score: Capture Score of 35/100 and Opportunity Rank of 64/100 both signal this is a marginal capture candidate compared with other opportunities.
• •Dividend size vs. price: The $0.08 dividend relative to an $8.88 price (~0.9% per event) is small, and historical average capture yield of only 0.433% suggests that you typically retain only about half the dividend via price action.

Action Checklist

• 1.Decide if WNC fits your risk profile given its Tier 3 rating, 40/100 quality score, and LOW confidence flag.
• 2.If considering long-term income, compare WNC’s 3.60% yield and 40/100 long-term score against higher-quality dividend alternatives.
• 3.If exploring a capture trade, focus on the historically best scenario: Buy 14 days before ex-date and Sell 7 days after ex-date (Buy 14d / Sell 7d).
• 4.Schedule any potential entry near 2025-12-25 (14 days before the 2026-01-08 ex-dividend date), if you decide to trade.
• 5.Plan a potential exit near 2026-01-15 (7 days after ex-date) to align with the most favorable historical pattern, rather than the -0.42% expected 1d/14d strategy.
• 6.Size the position conservatively due to low capture score (35/100), zero gap fill rates, and incomplete volatility data (ATR 0.00%).
• 7.Set clear stop-loss or risk limits, since the statistical edge is small and win rates hover around 50%.
• 8.Monitor for any new fundamental or price-momentum developments before entry, as current momentum slopes are flat (0.0000% per day).