The Almanac Agent — How to Use It
Published every year since 1968, it's a data book of historical stock market patterns — what the market has done in each month, each week, and around specific dates over the past 50–75 years. It does not predict the future — it shows you what has historically happened and how often. Your job as the Almanac agent is to read the relevant patterns for the week and turn them into a structured hypothesis, not a certainty. Prof Tan will provide the current Almanac pages for your team to work from — this page teaches you how to actually read them.
2026 Context You Need First
Before reading any monthly page, understand the 4-Year Presidential Cycle — the most important standing context in the whole Almanac this year.
The Almanac calls Q2–Q3 of every midterm year the "Weak Spot." Historical averages across these two quarters: Dow −2.0%, S&P −2.5%, Nasdaq −6.6%. Sprint 2 (late September) sits inside this window.
10 of the last 16 bear markets bottomed in a midterm year. Doesn't mean this year will — it means the historical base rate for volatility is elevated right now, not a normal year to read patterns against.
After midterm weakness, Q4 historically begins the "Sweet Spot" — the best period of the 4-year cycle. Worth knowing where the cycle is heading, even while reading a weaker current quarter.
Step-by-Step: How to Write Your Almanac Output
Each week, look up three things in whatever Almanac pages Prof Tan provides: (1) the Monthly Almanac page for the current month, (2) day-specific notes for the coming week, (3) the Sector Seasonality table. You don't need to read the whole book — just these targeted lookups.
| Fact to record | Where to find it |
|---|---|
| Monthly rank and average % change | Monthly Vital Statistics table, top rows |
| Up/Down record for the month | Same table, Up/Down row |
| Specific week/day pattern | Daily calendar page notes for that week |
| Relevant sector seasonalities | Sector Seasonality table |
Not all patterns are equal. Use this framework every time:
Occurs 70%+ of the time across 20+ years.
Occurs 55–70% of the time. Useful context, not dominant.
Under 55%, or recent years conflict with the historical record.
This is what goes into your team's report. Use this exact structure every week — fill in real figures once Prof Tan provides the current pages.
CYCLE CONTEXT: Midterm election year. Q2–Q3 is the "Weak Spot" of the 4-Year Cycle.
MONTHLY STATS:
- Rank, Up/Down record, average % change per index
- Midterm-year-specific average (if the Almanac lists it separately)
SPECIFIC WEEK PATTERN:
- Named pattern, historical record, pattern strength (Strong/Moderate/Weak)
- Note if multiple patterns contradict each other
SECTOR SIGNALS:
- Which sectors are in a seasonal Long or Short window right now
- Flag any contradiction between the seasonal pattern and actual current price action
ALMANAC SEASONAL BIAS: <bullish / bearish / neutral>, one sentence why
PATTERN CONFIDENCE: LOW / MEDIUM / HIGH
ALMANAC THESIS: One paragraph combining all of the above into a single hypothesis with a stated confidence level
Source: Stock Trader's Almanac 2026, page numbers cited
Quick Reference
| What you need | What to read |
|---|---|
| Monthly overview and key bullet points | Bullet points at the top of the monthly page — copy the 2–3 most relevant into your output |
| Monthly vital statistics table | Rank, Up/Down count, Avg % Change, Midterm Year Avg — record all indices provided |
| Specific day/week notes | Bold or italicised notes in the daily calendar entries for that week |
| Sector seasonality | Any sector whose seasonal window starts or ends in the current month |
| 4-Year Cycle context | Read once at the start of the trimester, reference every week as standing context |