Blindfoldedmonkey: BEST 6 MONTHS COMING?

Tuesday 4 November 2014

BEST 6 MONTHS COMING?

The old calendar says on Wall Street the period from November to April is the “Best 6 Months.” During this six months period in last several decades markets made massive gains. This is the opposite the old one of “Sell in May and Run Away,” which recommend forget the market in May and only get back in October.


In the table below I have listed out each instance. Honestly I am a real fan of seasonality like Xmas-Rally, but empirically has worked this system in most years, which statistically too relevant to ignore as a rule. Below here is a chart since 1960, the average run-up was 18.7% and the average drawdown just 3.3%.


The BFM Assets Team.


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