The Gunners will kick off the new year as top dogs in the Premier League.
The last three times that has happened - in 2003, 2008 and 2014 - Wenger's men have choked and failed to last the distance.
But Wenger believes this year will be different.
"We have a good chance as the statistics show you that eight of the past 11 years the team who was top on New Year's day won it," he said.
"People question our mentality - I don't.
"If your performances are right you do not need bad results from somebody else. That is one less stress.
"It is a bad thing in our job - we always want to be successful and we wish that the others are not. Once you are first you can just focus on your performance.
"And only one team won the league without losing a game. That is Arsenal Football Club. New Year's Day is not the date that it is decided you win the league."
The Gunners are ahead of second place Leicester on goal difference and face struggling Newcastle on Saturday.
Wenger refused to confirm how close he is to signing Basle midfielder Mohamed Elneny.
But he does admit his injury-hit squad is in serious need of reinforcements.
"I'm already busy and I said already one month ago we are a bit short to deal with all the competitions we face, especially in midfield," he said. "We will be busy."
Wenger hopes to have Alexis Sanchez fit for the FA Cup third-round clash with Sunderland on January 9, and insists Jack Wilshere can still make England's Euro 2016 squad this summer despite not having played a game yet this season due to a broken leg.
"I maintain what I said that he could make it back for February or even earlier," said Wenger.
"He will be available again. Considering England play the Euros on June 10, that is a long way."
