December Post-Election Year Seasonality of US Stock Markets | Jeff Hirsch

December trading is traditionally shaped by holiday sentiment, with a general buying bias, though early-month markets can be choppy due to tax-loss selling and year-end adjustments. Historically, the first trading day of December has been bearish for the DJIA, S&P 500, NASDAQ, and Russell 1000 over the past 21 years, with the Russell 2000 seeing even sharper declines.

Choppy First Half, Then Year-End Rally.

 

The first half of December is typically choppy, with early gains often fading into mid-month. Then holiday tailwinds usually begin to dominate, lifting the major indexes. A brief consolidation in the Santa Claus rally around December 25 is common, even as the market continues to push toward higher prices into year-end.

 

Reference: 

Jeffrey A. Hirsch (November 25, 2025) - Typical December — Choppy First Half Then Yearend Rally.

 

S&P 500 Average Daily Performance and Hit Rate (%) (1928-2024). 

2025 S&P 500 Post-Election Year Seasonal Pattern since 1949.

  

 2026 S&P 500 Midterm Election Year Seasonal Pattern since 1949.

 

Nicholas D. Savino: S&P 500 Forecast for December 2025.

 

See also:
Jack Gillen (2009) - Year-End Rally, January Effect, and Trend for the Year Ahead.

Natural Times | Al Larson

Apparently, Al Larson's Natural Times is a set of fixed cycles dividing the 24-hour day into four major cycles of six hours each, shifting back about four minutes per day. It is about four minutes because the geocentric movement of the Sun (or the Earth's rotation toward the Sun) averages 1° every four minutes [1 day = 1440 minutes ÷ 360°]. Sometimes it is slightly more, sometimes a little less—check the solar ephemeris for the Sun’s daily angular speed.

» Every now and then, God blesses me with a new insight into the marvelous workings of the universe. A few weeks ago, I observed a new phenomenon operating in the S&P. I call this Natural Times. These represent moments of energy impulses in the S&P. Most of the time, no planetary aspect occurs at these points—they are not that simple. Yet, these points tend to be quite accurate and seem to account for many intraday turns. «

The basic rhythm between these times is always [in minutes]:

 

00:30   00:23   00:19   00:25   00:33   00:53   00:48   00:44   00:23   01:01   =   05:59 hh:mm
00:30   00:23   00:19   00:25   00:33   00:53   00:48   00:44   00:23   01:01   =   05:59 hh:mm  
00:30   00:23   00:19   00:25   00:33   00:53   00:48   00:44   00:23   01:01   =   05:59 hh:mm  
00:30   00:23   00:19   00:25   00:33   00:53   00:48   00:44   00:23   01:01   =   05:59 hh:mm

e.g.

2012-Apr-12 (Thu)   08:17    08:50    09:43    10:31    11:15    11:38    12:39    13:09     ...

2012-Apr-13 (Fri)    08:13    08:46    09:39    10:27    11:11    11:34    12:35    13:05 ...

2012-Apr-14 (Sat)    08:09    08:42    09:35    10:23    11:07    11:30    12:31    13:01  ...

2012-Apr-15 (Sun)    08:05    08:38    09:31    10:19    11:03    11:26    12:27    12:57  ...

2012-Apr-16 (Mon)    08:01    08:34    09:27    10:15    10:59    11:22    12:23    12:53 ...

Reference:

Al Larson (May 9th, 2002) - Natural Times.