Sell in May and go away? Not exactly…
Click on the chart to enlarge.
From 1960 to 2010 Calculations start at the open of the first trading day of the month and end on the close of the last trading day.
May Statistics:
- Average Monthly Profit/Loss = 0.22%
- Winning Months= 56.86%
- Worst May = 1962 loss of -8.60%
- Best May = 1990 gain of +8.90%
Profit Distributions:
Equity Curve:
Since 1986 May has not really deserved the reputation it has gotten. It has not been a great month, but for the last 20+ years, it has been a fairly consistent (if small) winning month.
If historical patterns prevail, this May will be a month to consolidate the gains of the past few months.
