StockSharp.Strategies.0121_Santa_Claus_Rally.py 5.0.0

Prefix Reserved 
dotnet add package StockSharp.Strategies.0121_Santa_Claus_Rally.py --version 5.0.0
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0121_Santa_Claus_Rally.py -Version 5.0.0
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package. 
<PackageReference Include="StockSharp.Strategies.0121_Santa_Claus_Rally.py" Version="5.0.0" />
For projects that support PackageReference, copy this XML node into the project file to reference the package. 
<PackageVersion Include="StockSharp.Strategies.0121_Santa_Claus_Rally.py" Version="5.0.0" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0121_Santa_Claus_Rally.py" />
                    


                            Project file
For projects that support Central Package Management (CPM), copy this XML node into the solution Directory.Packages.props file to version the package. 
paket add StockSharp.Strategies.0121_Santa_Claus_Rally.py --version 5.0.0
                    


                    

                
#r "nuget: StockSharp.Strategies.0121_Santa_Claus_Rally.py, 5.0.0"
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package. 
#:package StockSharp.Strategies.0121_Santa_Claus_Rally.py@5.0.0
#:package directive can be used in C# file-based apps starting in .NET 10 preview 4. Copy this into a .cs file before any lines of code to reference the package. 
#addin nuget:?package=StockSharp.Strategies.0121_Santa_Claus_Rally.py&version=5.0.0
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0121_Santa_Claus_Rally.py&version=5.0.0
                    


                            Install as a Cake Tool

Santa Claus Rally Strategy (Python Version)

The Santa Claus Rally describes the tendency for stocks to rise in the final week of December through the first two trading days of January. Holiday optimism and year-end positioning can fuel this short burst of strength.

The strategy buys at the start of the period and exits after the second trading day of the new year, aiming to capture the seasonal lift.

Stops are kept small to avoid large losses if the market fails to rally during the window.

Details

  • Entry Criteria: calendar effect triggers
  • Long/Short: Both
  • Exit Criteria: stop-loss or opposite signal
  • Stops: Yes, percent based
  • Default Values:
    • CandleType = 15 minute
    • StopLoss = 2%
  • Filters:
    • Category: Seasonality
    • Direction: Both
    • Indicators: Seasonality
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Intraday
    • Seasonality: Yes
    • Neural networks: No
    • Divergence: No
    • Risk level: Medium
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Version Downloads Last Updated
5.0.0 93 7/19/2025