Heres some data on sell in may and go away.
steve
Below we have reproduced and updated the results of the S&P 500 using a 6-month switching strategy. The data begins in 1950 and now shows 53 years worth of history. To the left is the May 1 to October 31 period, while the November 1 to April 30 timeframe is shown to the right. You will note that on a compounded basis, the $10,000 investment grew to $14,803 during the May 1-October 31 period. That is a gain of about 48% for 52 years, which is an average annualized compounded rate of return of 0.75%. However, in looking at the November 1-April 30 period, that same $10,000 investment grew to $337,511 for a gain of 3,140%, or 6.9% on an annualized compounding basis.
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