Dividend events,
ranked by potential.
StratCrate researches an event-driven approach to dividend investing: capture every declared payout at its registration date, score it against the risk-free rate, and rank it against its own history. No fixed rebalancing calendar. No discretionary bias.
Methodology pillars
Three principles define every strategy published on StratCrate.
Event-Driven Detection
Every declared cash dividend in the tracked universe is captured at its registration date — not on a fixed monthly schedule. Signals fire when they occur.
Excess Return Ranking
Each event is scored by its annualized excess return potential against the risk-free rate, then ranked against its own trailing history. Only top-decile events qualify.
Concentration With Rotation
A fixed number of slots. A new higher-ranked signal replaces the weakest holding. No averaging down, no discretionary overrides.
How a signal is built
From universe to position, in four deterministic steps.
Universe
Filter for dividend payers with a multi-year track record and minimum yield and market cap thresholds.
Event Capture
Detect declared dividends approaching their registration date within the tracking window.
Scoring
Compute annualized excess return potential per event using the trailing realized payout stream.
Selection
Rank against trailing history; buy qualifying top-decile events into available slots.
Coverage
A-shares live today. Hong Kong and US research in development.
| Market | Status | Focus |
|---|---|---|
| A-Shares | Live | Event-driven high-dividend ranking. Full historical backtest. |
| Hong Kong | In development | Ex-date based dividend yield. Higher yield thresholds, HKEXnews data. |
| United States | In development | Dividend growth focus. SEC EDGAR and Finnhub sourced. |