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"Santa Claus Is Coming To Town"?

07. December 2023, by Ron William
Technical Analysis

Frank Sinatra ‘The Voice’ once sang the 1934 festive classic “Santa Claus Is Coming To Town” and with Christmas almost here and the year drawing to a close, investors are eagerly anticipating the so-called “Santa Claus Rally” (SCR). But after many benchmark equities scoring their best month in November, and for several quarters, can we still expect a SCR rally in December 2023?

In a recent media interview, I argued the rally will likely be muted and that perhaps Santa had already gifted portfolio returns earlier during the US Thanksgiving holiday. Our global ranking model captured the
broad tactical surge in risk proxies (Figure 1-3). US equity outperformance was not only led by another surge in growth-mega-cap, but also marginally broader participation from YTD laggards. Using a macro lens, this followed the rate unwind in US10YR, under its historic 5% threshold and the Fed’s “silent pivot”.

20231207 01 Global model

Technically speaking, an oversold equity market reaction was also partly expected after the 3-month drawdown. However, the extent of this blow-off rally surprised most, including myself. On...

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