This paper examines whether U.S. equity markets generate abnormal returns in response to presidential communications following the November 2024 election. Applying event-study methodology to 40 classified communication events, we estimate cumulative abnormal returns (CARs) using the S&P 500 market model over a 250-day estimation window. Positive-sentiment events produce a three-day CAR of +0.97%; negative-sentiment events produce −1.23%, with near-perfect sign consistency (93–100%). Negative events exhibit significant post-announcement reversal (+1.05% over days +2 to +10), consistent with investor overreaction. Sector heterogeneity is pronounced: Energy and Materials exceed 1.1% CAR while Healthcare remains below 0.5%.