What is the Santa Rally and can you capitalize on it with TSP funds? We answer these questions and provide the details in our free online Santa Claus Rally Guide. While we do not recommend speculating with your core retirement funds, the end of the year presents an option to capture additional gains in a very short time frame. TSP accounts make this more compelling because there are no trading costs to deduct. Investors who normally have limited exposure to the equity markets who simply increased exposure to the TSP S Fund for a short period near the end of the year added an average over 3.5% to annual returns during the last 26 years. If this does not sound like much, consider that this represents about one third of the entire average annual price return with less than 3 weeks exposure to market risk. This almost-free lunch has a winning track record is 24-2-2.