Probability Trader

but even the US data has holes in it because you need to find a safe alternative that yields more while you're out of stocks. Last year in the US was a perfect example, the SP500 rose ~10% between May and October. Hard to find an alternative yielding ~20% pa to replace the time out of equities.

Probability Trader

The original saying was Sell in May and go away, come back on St. Leger's Day dating back to the 1930s, when England still ruled India. St. Leger's Day is in September, however, the Stock Traders Almanac extended it to October, due to some large downward moves in the data

Canaccord Colts

That's a breath of fresh air!

Tom McKay

OK - so it should be sell in may and go away... but only if you're in the U.S.A.