This study documents a novel, culturally embedded calendar anomaly in the Shanghai Composite Index (SSE Composite) derived from the Nayin (纳音) Five Elements system—a traditional Chinese sexagenary calendrical framework. Utilizing daily data from 1990 to 2025, the analysis reveals a significant correlation between elemental two-year periods and market performance. Key findings include: Earth-Element Dominance: Earth periods exhibit a 100% positive return rate (4/4) with a mean return of +123.4%. The effect size is substantial (Cohen’s d=1.50) compared to non-Earth periods. Metal-Element Declines: Metal periods universally display a structural peak-and-decline morphology, with an average −30.4% late-cycle decline. Water-Element Momentum: Water periods systematically mirror the directional momentum of their predecessors with 100% accuracy (3/3). These patterns fail to replicate in the S&P 500, suggesting a unique cultural-behavioral channel where traditional metaphysical cycles modulate investor sentiment in the Chinese market. This research provides the first empirical validation of Nayin-based cyclicality in financial asset pricing, offering a predictive framework for institutional and individual investors focused on the China-specific market. Keywords: Calendar anomaly, Chinese traditional calendar, Nayin Five Elements, Shanghai Composite Index, Cultural behavioral finance, Sexagenary Cycle, Market Sentiment Declaration of Interest The author declares no conflict of interest. To ensure the objectivity of this research, the author further declares that he holds no active personal trading positions in the securities discussed. The author's personal trading account has been inactive with zero transactions over the past five years.