HarmoniQ Insights

William Mann

Independent Insight Provider

At HarmoniQ Insights, we empower investors to enhance their investment strategies by integrating cutting-edge quantitative research processes and technologies. Our solutions provide access to leading quantitative data providers and services, tailored to align with each client’s unique goals. By bridging the gap between traditional investment approaches and advanced data-driven methods, we help clients gain a competitive edge through innovation in both process and technology.

Equity Capital Markets

ProShares UltraPro S&P 500 / Equity Capital Markets

<ul>
<li>Calendar effects in equity markets have persisted despite widespread knowledge of their existence. </li>
<li>Combine the Turn-of-Year (TOY) effect with the Santa Rally phenomenon systematically </li>
<li>The trading approach historically generates 1.4-2.0% returns over a 7-day period, with a win rate of 75% since 2000.</li>
</ul>


Calendar effects in equity markets have persisted despite widespread knowledge of their existence. 
Combine the Turn-of-Year (TOY) effect with the Santa Rally phenomenon systematically 
The trading approach historically generates 1.4-2.0% returns over a 7-day period, with a win rate of 75% since 2000.


Calendar Effects Trading Strategy: Combining TOY and Santa Rally Effects for Enhanced Returns

United States

ProShares UltraPro S&P 500 is an exchange-traded fund incorporated in the USA. The Fund seeks daily investment results, before fees and expenses, that correspond to triple (300%) the daily performance of the S&P 500 Index.

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ProShares UltraPro S&P 500 (UPRO US)

Calendar Effects Trading Strategy: Combining TOY and Santa Rally Effects for Enhanced Returns

Despite widespread awareness, calendar effects persist: Combining "Turn-of-Year" effect with "Santa Rally" generates consistent returns of 1.4...

William Mann

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)

Calendar Effects Trading Strategy: Combining TOY and Santa Rally Effects for Enhanced Returns

​Despite widespread awareness, calendar effects persist: Combining "Turn-of-Year" effect with "Santa Rally" generates consistent returns of 1.4...

William Mann

Despite widespread awareness, calendar effects persist: Combining "Turn-of-Year" effect with "Santa Rally" generates consistent returns of 1.4...