Strategies included in the new 2018 edition of the Almanac

Almanac cover - 2018 (small 2)

The newly published Almanac 2018 includes analysis of the following strategies:

  • Bounceback Portfolio – a strategy that buys the worst performing shares in a year, and then sells them after three months into the new year; the strategy has out-performed the Index in 13 of the last 15 years.
  • Construction Sector 4M Strategy – exploits a seasonality anomaly of the construction sector that greatly out-performs the FTSE 100 Index.
  • Sell in May – this extraordinary effect remains as strong as ever: since 1982 the market in the winter months has out-performed the market in the summer months by an average 8.2 percentage points annually.
  • Sell In May Sector Strategy – how to exploit the Sell in May effect with sectors.
  • Summer Share Portfolio – a portfolio of seven stocks that has out-performed the market in nine of the last ten years.
  • Sell Rosh Hashanah, Buy Yom Kippur – the US equity market tends to be weak between these two Jewish holidays; is there a similar effect in the UK market?
  • Santa Rally – does a Santa Rally exist for shares and, if so, when does it start?
  • Day of the Week Strategy – a strategy exploiting the day of the week anomaly that out-performs the FTSE 100 Index.
  • Tuesday Reverse Monday – do market returns on Tuesdays reverse those on Monday?
  • Turn of the Month Strategy – all the market’s gains occur in the six days around the turn of the month.
  • FTSE 100/250 Monthly Switching Strategy – on the back of research into the comparative monthly performance of the two indices, a strategy of switching between the two markets is found that greatly out-performs either index individually.
  • FTSE 100/S&P 500 Switching Strategy – the strong/weak months for the FTSE 100 Index relative to the S&P 500 Index are identified; and a strategy of switching between the two markets is found that produces twice the returns than either market individually.
  • Monthly Share Momentum Strategy – a monthly re-balanced momentum portfolio of FTSE 100 stocks beats the market.
  • Quarterly Sector Strategy – The strongest/weakest sectors for each quarter are identified; and the Quarterly Sector Strategy continues to beat the market. Is this strategy even easier than the World’s Simplest Trading System mentioned below?
  • Quarterly Sector Momentum Strategy – a portfolio comprising the best FTSE 350 sector from the previous quarter, and re-balanced quarterly, out-performs the FTSE All Share Index by an average of 2.0 percentage points per month. A variant – buying the worst sector of the previous quarter – has performed even better.
  • Low/high Share Price Strategy – a portfolio of the 20 lowest priced shares in the market has out-performed a portfolio of the 20 highest priced shares by an average 39 percentage points each year since 2002.
  • World’s Simplest Trading System – a simple trading system based on moving averages with an impressive performance.

Order your copy now!

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