Financial markets exhibit persistent calendar anomalies, which often defy the efficient\u2010market hypothesis by generating predictable return patterns tied to institutional or cultural events. In this paper, we document a novel, globally pervasive drift in gold prices surrounding major wealth-oriented festivals across the four principal cultural and religious domains: Christianity, Islam, Hinduism, and East Asian syncretic traditions. While each community endows its principal holidays with gift\u2010giving rituals and conspicuous displays of wealth, the sole differentiator among regions is the precise timing of these festivities on the Gregorian calendar.<\/strong><\/p>\n\n\n\n Our central thesis is that gold, owing to its dual role as a universal wealth reservoir and socio-cultural status symbol, experiences concentrated, holiday-induced buying pressure that yields persistent and economically material drift in the GLD ETF. By quantifying this effect across four distinct cultural calendars, we introduce a previously undocumented demand-side factor into commodity-pricing models.<\/strong><\/p>\n\n\n\n