Sell in May and go away is an investment strategy for stocks based on a theory that the period from November to April inclusive has significantly stronger stock market growth on average than the other months. In this backtest, we used only SPY (the SPDR S&P 500 ETF) but this strategy can also be applied to other instruments.
Criteria for Opening a Position:
ticker(spy) and month(oct)
Criteria for Closing a Position:
Capital at Risk:
Portfolio Max Size:
Comm. per Trade:
1/1/2019 - 12/31/2019
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