StockSharp.Strategies.0121_Santa_Claus_Rally
v5.0.1Latest Stable
Any Framework
Santa Claus Rally Strategy (C#)
Published
Jul 19, 2025
1y ago
Total Downloads
1.1K
1,078
Install
dotnet add package StockSharp.Strategies.0121_Santa_Claus_Rally --version 5.0.1
No framework information available.
README
Santa Claus Rally Strategy (C# 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 minuteStopLoss= 2%
- Filters:
- Category: Seasonality
- Direction: Both
- Indicators: Seasonality
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Intraday
- Seasonality: Yes
- Neural networks: No
- Divergence: No
- Risk level: Medium
Changes from Previous Version
No structural changes between v5.0.0 and v5.0.1.
Adoption Assessment
A verified publisher signal is available. Assess fit from the package's supported frameworks, license and dependency graph rather than popularity alone.
No SPDX license expression is published. Review the license text and your organisation's policy before redistribution.No target framework metadata is available. Confirm compatibility in a representative project before standardising on this package.
Related Guides & Workflows
Learn how to evaluate, integrate, or audit this package in your .NET project.