Is it that simple? Of course not, but its still a trend that demands respect. If you look back at the historical results of a simple system, it does have a positive expectation.
Sell In May, But Don't Go Away - Seeking Alpha
Sell In May, But Don't Go AwaySeeking AlphaThe Trader's Almanac and traditional investment philosophy will tell you to "Sell in May and Go Away". Based on Historical measures markets weaken after May and through the Summer, so making money becomes mo ...
Sell in May and go away? Not if you're Goldman Sachs - MarketWatch (blog)
Sell in May and go away? Not if you're Goldman SachsMarketWatch (blog)“Sell in May and go away” season is nearly upon investors. Such strategies (also refer to the Halloween indicator) advises selling stocks in May and keeping the proceeds in cash, t ...