In today’s briefing:
- Calendar Effects Trading Strategy: Combining TOY and Santa Rally Effects for Enhanced Returns
Calendar Effects Trading Strategy: Combining TOY and Santa Rally Effects for Enhanced Returns
- 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.
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