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Sell In May And Go Away – S&P 500

ByQuantified Trading January 11, 2023

Most traders and investors have heard that you need to sell in May and go away. Is this just a myth or is it correct? Let’s find out by looking at the historical numbers: My data is the S&P 500 index from 1960, downloaded from Yahoo/finance, until the end of April 2020. The index doesn’t…

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