The Other January Effect

Public Strategies
1

I have recently stumbled upon a great video by NEDL, explaining
the Other January Effect.

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In brief, the performance of US Equities in January can predict the coming year’s performance. It’s described nicely in this video:
The other January effect: a predictability anomaly

I used Google Sheets to recreate Savva Shanaev’s results and shared it here:
The Other January Effect Sheet

Feel free to play around with it or use it in your simulation.

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Note:
The ‘original’ January effect is documented here:
The anomalous stock market behavior of small firms in January