About the Almanac

The Almanac is a unique reference work and provides traders and investors with the data to tackle the markets in the year ahead.

The Almanac also has unique analysis of seasonality effects and anomalies in the UK stock market, and presents strategies and key dates for investors.

The main section is built around the format of a 52-week diary, containing articles, facts, figures and fascinating trivia unique to the Almanac. This is an extremely valuable and massively informative companion to the financial year making the Almanac the one essential book for the serious trader or investor.


The Almanac consists of three main sections:

1. Day-to-day financial data

Data and statistics
Each page of this section includes key financial dates including: important economic releases, derivative contract expiries, exchange holidays, and company results expected that week. The pages also feature the results of a unique study including the historic performance of the market for each day and week of the year – the Sinclair Numbers.

This is a specialised diary customized for investors and traders includes-

  • Significant dates for seasonality trends and anomalies
  • Key financial markets dates (e.g. FTSE 100 quarterly reviews, Triple Witching days, MPC meetings)
  • Daily, weekly and monthly market probability statistics
  • Dates of company results announcements

Seasonality research
Each page of the diary is accompanied by an original, informative and entertaining article. These cover studies of trends and anomalies, seasonality analysis, momentum effects, sector performance, arbitrage opportunities, FTSE index reviews, as well as the results of some more unusual and eye-opening research.

The 2015 edition of the Almanac features over 70 studies of seasonality trends and market anomalies with strategies outlined to exploit them.

Among the brand new studies for 2017, highlights include:

  • World’s simplest trading system – a simple trading system based on moving averages with an impressive performance. NEW
  • Construction Sector 4M Strategy – exploits a seasonality anomaly of the construction sector. NEW
  • Sell In May Sector Strategy – how to exploit the Sell in May effect with sectors. NEW
  • January Barometers – do the first five trading days of the year predict the full year? NEW
  • Odd/even weeks – the market in odd weeks greatly outperforms that in even weeks. NEW
  • Sell in May and come back… when? – if you sell in May when should you come back into the market? NEW
  • Santa Rally Portfolio – the ten stocks that have had positive returns over the two-week Santa Rally period for every year since 2007. NEW
  • Dividend payment calendar – analysis of when FTSE 100 companies pay dividends throughout the year. NEW
  • The psychology of drawdowns – why investors may almost always feel a prevailing sense of loss. NEW
  • Fed rate cycle – analysis of the relationship between the Fed rate cycle and UK equities. NEW

And studies updated for the new edition of the Almanac include:

  • Sell in May – this extraordinary effect remains as strong as ever: since 1982 the market in the winter months has outperformed the market in the summer months by an average 8.8 percentage points annually; in the year since the last edition of the Almanac the outperformance was 4.2 percentage points. UPDATED
  • Day Of The Week Strategy – a strategy exploiting the day of the week anomaly that outperforms the FTSE 100. UPDATED
  • 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 outperforms either index individually. UPDATED
  • FTSE 100/S&P 500 Switching Strategy – the strong/weak months for the FTSE 100 relative to the S&P 500 are identified; and a strategy of switching between the two markets is found that produces twice the returns of either market individually. UPDATED
  • Low/high Share Price Strategy – a portfolio of the 20 lowest priced shares in the market has outperformed a portfolio of the 20 highest priced shares by an average 38.7 percentage points each year since 2002. UPDATED
  • Monthly Share Momentum Strategy – a monthly rebalanced momentum portfolio of FTSE 100 stocks beats the market. UPDATED
  • 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 had its best year ever, last year. UPDATED
  • Market seasonality (day/week/month) – December is still the strongest month in the year for the stock market, while September is the weakest. Analysis is also updated for the weekly and daily performance of the market (Sinclair Numbers). UPDATED
  • Gold – does the price of gold exhibit monthly seasonality? UPDATED
  • Trading around Christmas – how do share prices behave in the days around Christmas? UPDATED
  • Correlation of UK equity markets – if you want to diversify away from FTSE 100, how effective will it be investing in the FTSE 250, FTSE Small Cap, FTSE Fledgling or FTSE AIM All-Share indices? UPDATED

2. Statistics

A collection of articles featuring statistical analysis of UK stock market data and more wide ranging topics than the Diary. Exclusive to the Almanac, sector, weekly and daily market performance analysis data is included.

3. Reference

The Reference section includes background information about UK and international stock indices. Topics covered include basic facts about the market, trade codes, a timetable of the trading day and, and a look at the original constituents of the FT 30 of 1935 and the FTSE 100 of 1984.




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