The two tables below list the historic 10 best and worst weeks for the FTSE 100 Index since 1984.
The performance figures below are ranked by the Positive(%) column – the percentage of years that the market has historically risen in the week.
10 strongest weeks in the year
The strongest week of the whole year – when the market has historically increased the most – is the 53rd week, the last week of the year. In this week the market has risen 80% of recent years. The second best week is the 31st week.
| Week | Positive(%) | Avg Chng(%) | StdDev |
| 53 | 80 | -0.6 | 2.1 |
| 31 | 79 | 0.6 | 2.6 |
| 52 | 76 | 1.0 | 1.5 |
| 51 | 76 | 0.8 | 1.6 |
| 34 | 76 | 0.4 | 1.9 |
| 27 | 70 | 1.0 | 2.0 |
| 1 | 69 | 1.2 | 2.6 |
| 5 | 66 | 0.9 | 2.0 |
| 40 | 66 | 0.8 | 2.5 |
| 14 | 66 | 0.7 | 2.1 |
10 weakest weeks in the year
The week with the worst record is the 2nd week. In only one year in four has the market increased in this week. This is perhaps not surprising: the market is correcting after the historically strong final and first weeks of the year.
| Week | Positive(%) | Avg Chng(%) | StdDev |
| 2 | 28 | -0.5 | 1.8 |
| 25 | 33 | -0.9 | 1.8 |
| 28 | 38 | -0.6 | 2.4 |
| 30 | 38 | -0.4 | 2.3 |
| 22 | 40 | 0.3 | 1.9 |
| 37 | 41 | -0.5 | 2.3 |
| 38 | 41 | -0.3 | 2.9 |
| 21 | 43 | -0.3 | 2.0 |
| 43 | 45 | -0.8 | 4.1 |
| 36 | 45 | -0.5 | 2.3 |
Analysis of all weeks
| Average Positive(%) [StdDev] |
55.2 [11.7] |
| Average Change(%)[StdDev] |
0.13 [0.49] |
Since 1984 the market has risen 55% of all weeks with an average weekly return of 0.13%.
The standard deviation is 12 for the average Positive(%) value, which means that-
- weeks that have a Positive(%) value over 67 (the average plus one standard deviation) can be considered strong weeks, and
- weeks that have a Positive (%) value under 43 (the average minus one standard deviation) can be considered weak weeks.
References
- Harris, Lawrence, A transaction data study of weekly and intradaily patterns in stock returns (1986)
- Levy, Tamir and Joseph Yagil, The week-of-the-year effect: Evidence from around the globe (2012)
