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Zdjęcie autoraJarosław Jamka

Anatomy of a Santa Claus Rally

Table 1 shows a summary of the asset class returns from Oct-31 to Jan-31 for each of the last 10 years. The median gain for the S&P500 is +4.65%.

Which asset classes are most likely to benefit from the rally - one can count on Bitcoin and PLN (only 3 negative years and 8 positive ones).



Santa Claus in 2024 is exceptional in terms of the strong weakening of the euro. The S&P500 gains are not impressive so far... only +4.65% (vs. the average for positive years of +8.76%).


However, the average change for the S&P500 from Oct-31 to Dec-27 (2014-2023) is +4.18%. So we are right on average so far.


Figure 1 shows a comparison of the S&P500 changes over the last 11 years.



Figure 2 is S&P500.

Figure 3 is Bitcoin.

Figure 4 is WIG20.

Figure 5 to 10Y UST.

Figure 6 is EURUSD.

Figure 7 is EURPLN.









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