October 2012

The Halloween Indicator: A Stock Market Anomaly That Is Stronger than Ever

Halloween indicator

The Halloween indicator, popularized by the well-worn adage, “Sell in May and go away,” holds that stocks offer their best returns during the November through April period. Recent research seems to confirm earlier studies, which have found that this stock market anomaly dating back at least to the 1930s has not been arbitraged away, and in fact, is stronger than ever. Read more