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

• Significant dates for seasonality trends and anomalies

• Key financial markets dates (e.g. Nifty & Bank Nifty quarterly reviews, Triple Witching days,)

• Daily, weekly and monthly market probability statistics

• Dates of company results announcements

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    2. 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, Nifty & Bank Nifty index reviews, as well as the results of some more unusual and eye-opening research.

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• The 2020 edition of the Almanac features over 40 studies of seasonality trends and market anomalies with strategies outlined to exploit them.

• Among the brand new studies for 2024, 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

• The psychology of drawdowns – why investors may almost always feel a prevailing sense of loss. NEW

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    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 of 8.8 percentage points annually. UPDATED

• Day Of The Week Strategy – a strategy exploiting the day of the week anomaly that outperforms the Nifty. UPDATED

• Nifty50 & Bank Nifty 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

• Nifty50 & Bank Nifty Switching Strategy – the strong/weak months for the Nifty50 relative to the Bank Nifty are identified; and a strategy of switching between the two indices 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 of 38.7 percentage points each year since 2002. UPDATED

• Monthly Share Momentum Strategy – a monthly rebalanced momentum portfolio of Nifty 50 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. The analysis is also updated for the weekly and daily performance of the market (Sinclair Numbers). UPDATED

• Trading around Christmas – how do share prices behave in the days around Christmas? UPDATED