The Sell-in-May (SIM) period is a well-known time interval of seasonal weakness. It runs from May 6 to October 27, approximately. I selected May 6 because this is the termination date of the end-of-the-month strength for May. October 27 is the average low in any year for the DJIA. Most of the DJIA’s annual gain of 8% occurs from October through April. From May through October, the market is about flat.
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