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Strategy Name Sell in May and Go Away
Create a Copy 
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.
Type of Positions Long
 Position Opening 
Criteria for Opening a Position: ticker(spy) and month(oct)
Order Execution Model: Close Prices
 Position Closing 
Criteria for Closing a Position: month(may)
Order Execution Model: Close Prices
 Backtest Parameters 
Initial Capital: $10,000
Capital at Risk: 100% per trade
Portfolio Max Size: 1 positions
Comm. per Trade: 0.05%  
Avg Bid-Ask Spread: 0.1%  
Period: 1/1/2024 - 12/31/2024
The backtester displays results for the current year only. Please sign up to view the full report.
Total Profit: $0   Total Trades: 0  
Capital Growth:0%   Profit Trades, % of Total:0%  
Profit Factor: [?] 0.00  Avg Trade Duration, days:0  
Payoff Ratio: [?] 0.00   Avg Profit per Trade:0%  
Max Drawdown:0%   Avg Profit per Day:0%  
Max Drawdown, $: 0   Avg Market Impact: [?]
Restoration Factor: [?] 0.00   Overall Viability Score: [?]
0 / 10
Avg Annual Return: 0%   CAGR: [?]0%  
 Equity Graph 
No signals were generated

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