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WINNING

Santa Claus Rally

Last 5 days Dec + first 2 Jan: 80% win rate, 1.3% avg. Q1 signal

Santa Claus Rally

3Y
Total Return
+77.3%
3Y
Sharpe Ratio
1.52
3Y
Max Drawdown
-7.7%
3Y
Win Rate
55.5%
3Y
Alpha
-2.0%
3Y
Comp. Score *
0.32
Risk Parameters
Max Allocation16.6%
Stop Loss8.0%
Take Profit6.3%
Max DD Tolerance7.7%
Rebalanceweekly
Execution Guidance
Order TypeMarket
Entry RuleEnter on calendar date. Timing IS the strategy — don't wait for better price.
TimingSAFE TO BUY. *
ScalingFull position on entry date. Exit on exit date. No scaling needed.
Positions — Vol-Adjusted Sizing
SymbolActionVol Stop LossTake ProfitSizeLinks
SPY BUY 17% 5.7% below entry 4.5% above entry 23.2% TVYH
QQQ BUY 22% 7.3% below entry 5.8% above entry 18.3% TVYH
IWM BUY 22% 7.5% below entry 5.9% above entry 17.8% TVYH
AAPL BUY 29% 9.6% below entry 7.6% above entry 13.8% TVYH
MSFT BUY 24% 8.2% below entry 6.5% above entry 16.3% TVYH
NVDA BUY 49% 16.3% below entry 12.9% above entry 8.1% TVYH
AMZN BUY 33% 11.1% below entry 8.8% above entry 12.0% TVYH
META BUY 36% 12.2% below entry 9.6% above entry 10.9% TVYH
▶ For Passive Investors (Buy & Hold)

This strategy has moderate long-term potential but requires monitoring. - Take profit: Rebalance when any position exceeds 2x its target weight. Trim back to target, redeploy to underweight positions. - Stop loss: NO price-based stop loss. This strategy recovered from -23% drawdown to return 67% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return
39.0%
Avg 5Y Sharpe
0.3
10Y Return
67.3%
10Y Sharpe
0.17
HODL Composite
0.31
Consistency
67%
Suitable for passive
No