Regarding the "Santa Claus Rally" data, there is indeed historical statistical support for its existence.
According to historical data, since 1950, during the last five trading days of the year and the two trading days before the New Year (commonly referred to as the "Santa Claus Rally" period), the average return of the S&P 500 index is usually higher than the seven-day return of the market during other periods.
This period often experiences lower market liquidity, more optimistic investor sentiment, and some year-end capital flows, leading to a certain upward trend in the market.
