With May 1 upon is, should investors engage in the proverbial practice and sell in May and go away? Is there a statistical underpinning to the concept? With a background of predicted market volatility ahead, Bank of America Merrill Lynch set out to answer the question “Should we fear when we hear ‘Sell in May & Go Away.’” Sell in May: Traditionally weaker of the half year time frames, but still up except when… Traditionally, the November through April time frame has been the most vibrant market period. BAML researchers, going back to 1928 point out November through April is…
BAML: Is "Sell In May And Go Away" Warranted In 2016?
Mark Melin
Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.