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The UK Stock Market Almanac 2016: Seasonality analysis and studies of market anomalies to give you an edge in the year ahead by Stephen Eckett

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Sinclair Numbers

Sinclair nos – day, week & month market behaviour

By analysing past share price data it is possible to calculate the historic average returns on all days, weeks and months of the year. For example, since 1984 the LSE has traded 23 times on 8 January with an average return (of the FTSE 100) of -0.03%. Similarly, over the same period the FTSE 100 has had an average return of -0.49% in the second week of the year.

Sinclair Numbers

The Almanac has conducted such analysis of the historic behaviour for four stock indices:

  1. FTSE 100 [from 1984]
  2. FTSE 250 [from 1985]
  3. S&P 500 [from 1950]
  4. Nikkei 225 [from 1984]

The analysis produces three numbers (the Sinclair Numbers) for each day, week and month of the year:

  1. Positive(%): The proportion ...

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