NVentures Yale Hirschs Trifecta

31 дек. 2025 г.

🎯 OVERVIEW
The NVentures January Trifecta System is an institutional-grade seasonality dashboard that combines the three most important January indicators from Yale Hirsch's Stock Trader's Almanac into a single, comprehensive tool.
The January Trifecta combines:

• []🎅 Santa Claus Rally (last 5 trading days of Dec + first 2 trading days of Jan)
  []📅 First Five Days (first 5 trading days of January)
  
• 📊 January Barometer ("As goes January, so goes the year")
  

Enhanced with a Context Layer:

• []📈 200-Day Moving Average (trend regime)
  []📉 Year-to-Date Reference Line (performance tracking)
  
• 🐻 Prior Year Performance (bear market multiplier)
  

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📈 HISTORICAL STATISTICS (S&P 500, 1950-2024)

• []Trifecta 3/3 Bullish → 90.6% Accuracy → Avg +17.7%
  []Trifecta 3/3 after Bear Year → 100.0% Accuracy → Avg +22.1% ⭐
  []First Five Days ≥ +2% → 100.0% Accuracy → Avg +16.8% ⭐
  []Santa Claus Rally positive → 78.0% Accuracy → Avg +10.4%
  []January Barometer positive → 86.5% Accuracy → Avg +16.2%
  []Mixed Signals (1-2/3) → ~60% Accuracy → Avg +2.9%
  
• Santa Claus Rally FAILURE → ⚠️ WARNING: "Bears may come to Broad and Wall"
  

⚠️ BASE RATE REMINDER: The S&P 500 closes positive in approximately 71% of all years. Trifecta statistics must be evaluated against this baseline.
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🎅 SANTA CLAUS RALLY
Period: Last 5 trading days of December + First 2 trading days of January (7 trading days total)

"If Santa Claus should fail to call, bears may come to Broad and Wall." - Yale Hirsch

The Santa Claus Rally is less of a buy signal and more of a WARNING SYSTEM. When the rally fails (negative performance), historically 5 out of 6 extreme failures preceded negative or below-average market years.

• []Historical Win Rate: 78%
  []Average Return when positive: +1.3%
  

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📅 FIRST FIVE DAYS (Early Warning System)
Period: First 5 trading days of January
Reference: Close of the last trading day in December
The "First Five Days Early Warning System" is particularly meaningful with STRONG signals:

• []First Five Days ≥ +2.0% → 100% of years ended positive![]First Five Days > 0% → 83% accuracy for positive full year
  
• First Five Days < 0% → Only 54% accuracy (barely better than a coin flip)

⚠️ IMPORTANT: The predictive power is ASYMMETRIC - positive signals are significantly more reliable than negative ones.
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📊 JANUARY BAROMETER
Period: Entire month of January
Reference: Close of the last trading day in December
"As goes January, so goes the year" - this market wisdom was first documented by Yale Hirsch in the 1972 Stock Trader's Almanac.
The theoretical basis: The 20th Amendment to the U.S. Constitution (1933) concentrates important political activities in January:

• []Start of new Congressional sessions
  []State of the Union Address
  
• Budget presentations
  

This creates market impulses that can shape the entire year.

• []Accuracy when January positive: 86.5%
  []Accuracy when January negative: ~54% (coin flip!)

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📊 CONTEXT LAYER
The system enhances the classic Trifecta with three context factors:
📈 200-DAY MOVING AVERAGE
The institutional standard for determining long-term trend.

• []Price > 200 MA = Bullish regime ✅
  []Price < 200 MA = Bearish regime ❌
  

Displayed as an orange line on the chart.
📉 YEAR-TO-DATE REFERENCE LINE
Horizontal line at the close level of the previous year's end. Enables immediate visual assessment of YTD performance.

• []Price > YTD line = Year in profit ✅
  []Price < YTD line = Year in loss ❌
  

Displayed as a gold line on the chart.
🐻 PRIOR YEAR PERFORMANCE (Bear Market Multiplier)
⭐ THE STRONGEST SIGNAL IN THE ENTIRE SYSTEM! ⭐
When the prior year was negative (bear market) AND the Trifecta is 3/3 bullish:

• []Historical Accuracy: 100% (13 out of 13 cases since 1949)
  []Average Annual Return: +22.1%
• EVERY single case delivered double-digit gains

Examples:

• []2023: After bear year 2022 (-19.4%) → Trifecta bullish → +24.2%[]2019: After Q4/2018 correction → Trifecta bullish → +28.9%
• 2009: After 2008 crash (-38.5%) → Trifecta bullish → +23.5%

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📋 DASHBOARD
The dashboard displays in real-time:
TRIFECTA COMPONENTS

• []🎅 Santa Claus Rally - Status (Pending/Bullish/Failed) + Return %
  []📅 First Five Days - Status (Day X/5) + Return %
  
• 📊 January Barometer - Status (Pending/Bullish/Bearish) + Return %
  

CONTEXT LAYER

• []📈 Price vs 200 MA - Above/Below + Distance %
  []📉 YTD Performance - Positive/Negative + Return %
  
• 🐻 Prior Year - Bull/Bear Year + Return %
  

TRIFECTA SCORE

• []Score: X/3 (with pending count)
  []Context Score: X/3
  []Historical probability and expected return when components complete
  []Special signals highlighted (Post-Bear Trifecta, Santa Failure, Strong F5D)

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🔔 ALERT SYSTEM
The indicator provides 5 pre-configured alert types:
🔴 SANTA CLAUS RALLY FAILURE (Highest Priority)
Trigger: Santa Rally Return < -1%
"If Santa fails to call, bears may come to Broad and Wall"
🔥 POST-BEAR TRIFECTA (Highest Confidence)
Trigger: Prior year negative + Trifecta 3/3 bullish
Historical Accuracy: 100% | Avg Return: +22.1%
🔥 FIRST FIVE DAYS STRONG (≥2%)
Trigger: First Five Days Return ≥ 2%
Historical: 100% of years positive
✅ TRIFECTA COMPLETE (Bullish)
Trigger: All 3 components positive
Accuracy: 90.6% | Avg Return: +17.7%
⚠️ MIXED SIGNALS
Trigger: 1-2 of 3 components positive
Accuracy: ~60% - elevated uncertainty
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⚙️ SETTINGS
TRIFECTA SETTINGS

• First 5 Days Strong Signal (%): Threshold for "strong" signal (Default: 2%)
  

CONTEXT LAYER

• []Show 200-Day MA: Toggle 200 MA display
  []Show YTD Reference Line: Toggle year-start reference line
  
• MA Length: Moving average length (Default: 200)
  

DASHBOARD

• []Show Dashboard: Toggle dashboard visibility
  []Dashboard Position: Top Right/Left, Bottom Right/Left
  
• Dashboard Size: Small/Normal/Large
  

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📌 USAGE NOTES
✅ RECOMMENDED USE:

• []Timeframe: DAILY (1D) - The indicator is designed for daily candles
  []Instruments: US indices (SPY, QQQ, DIA, IWM) for validated statistics
  
• Also applicable to: Individual stocks, FX, Crypto (trend layer is universal)

⚠️ IMPORTANT LIMITATIONS:

• []Historical statistics are primarily validated for US indices[]International markets show weaker/no January effects (DAX: only 45.5% accuracy)[]Negative Trifecta signals have only ~54% accuracy (coin flip!)
  []The Trifecta is a CONFIRMATION tool, not a timing system
  
• Remember the base rate: Markets are positive ~71% of years anyway
  

🎯 BEST PRACTICES:

1. []Use the Trifecta for RISK CALIBRATION, not market timing
   []The strongest signal is the POST-BEAR TRIFECTA (100% historical)
   []Santa Failures are WARNINGS - increase cash/hedges on failure
   []First Five Days ≥ 2% is rare but very powerful
   
2. Combine with other analysis methods - never use in isolation
   

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📚 SOURCES & METHODOLOGY

• []Yale Hirsch: Stock Trader's Almanac (since 1968)[]Jeff Hirsch: Almanac Investor (current research)[]Cooper, McConnell, Ovtchinnikov (2006): "The Other January Effect" - Journal of Financial Economics (Fama-DFA Prize Winner)[]LPL Financial Research: Seasonal Pattern Analysis
  
• Ned Davis Research: Bull/Bear Market Definitions
  

Calculation methodology follows the exact definitions from the Stock Trader's Almanac. All returns are calculated close-to-close on trading days.
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⚠️ DISCLAIMER
This indicator is for informational and educational purposes only. It does not constitute investment advice or a solicitation to buy/sell financial instruments.

• []Past performance is not a reliable indicator of future results
  []Seasonal patterns can change or disappear
  []Academic studies show weakening of the January effect since 2000
  []Every investor is responsible for their own decisions
  

Investments in financial instruments involve risks and can lead to loss of invested capital.
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NVentures. Unconventional Alpha.

31 дек. 2025 г.

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31 дек. 2025 г.

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