BAML: Is "Sell In May And Go Away" Warranted In 2016?

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 the strongest 6-month period of the year. That said,...