How a Santa Claus rally, or lack thereof, sets the stage for the stock market in first quarter

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The traditional lift in U.S. stocks known as “the Santa Claus Rally'' may get bogged down by risks of a recession and rising interest rates in the new year.

It’s the time of the year when the traditional seasonal lift for U.S. stocks known as the “Santa Claus rally” usually takes place. But unlike past holiday seasons, this one may get bogged down by the risks of a recession and continued rise in interest rates during the new year.The Santa Claus rally refers to the stock market’s tendency to rally in the last five trading sessions of a calendar year and the first two sessions of the next year.

“It will likely be all of 2023 before inflation comes down and, on top of that, we have major earnings revisions that need to happen,” Sterner said via phone. He said earnings per share could drop by 15% to 20% on average, versus current estimated gains of 4% to 5% for next year, and that the S&P 500 could retest its October low of around 3,500 in the first half of 2023 before ending the year flat.

When stock-market gains failed to materialize during the Santa stretch, the S&P 500 eked out just a 0.53% average gain in the first quarter that followed, according to Dow Jones Market Data. That’s in contrast to the majority of times when there were holiday-season gains, with the index producing an average 2.49% first-quarter advance thereafter.

The Dow Jones Industrial Average DJIA and S&P 500 Index have each traded higher almost 80% of the time during the seven-day holiday period since 1950, gaining an average of 1.38% and 1.32% respectively, according to Dow Jones Market Data. The Nasdaq Composite COMP has traded higher 78% of the time since 1971, for a 1.81% average gain, while the Russell 2000 RUT has been up 71% of the time since 1987 and gained 1.5% on average.

Given a dearth of major market-moving news between now and year-end, “conditions are definitely ripe for a rally right now that could coincide with what we typically experience at this time of the year,” said Keith Buchanan, senior portfolio manager at GLOBALT Investments in Atlanta, which oversees $2.5 billion. “With recession risks looming, sentiment has been pretty beaten down and there’s pessimism in the markets. When that’s the case, it can typically set up a bounce of sorts.

Also see: Is a 2023 stock-market rebound in store after 2022 selloff? What history says about back-to-back losing years.

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