Practical analysis for investment professionals

sell in May

Dumb Alpha: Sell in May and Go Away?

If the sell-in-May effect holds true, investors can outperform a simple buy-and-hold strategy by selling stocks at the beginning of May and buying them back at the beginning of November. But does the so-called Halloween indicator actually work?

“Sell in May and Go Away” Just Won’t Go Away (Podcast)

A team of researchers set out to disprove the old adage "sell in May and go away" — and were stunned to discover that the data backed it up.

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