Here come the “Best Six Months”

The best six months of the year for stocks begin at the start of November and wind down in April, when all the “Sell In May” sh*t starts again. The statistics are plain to see, it just doesn’t work every single year (what does?).

Anyway, Stephen Suttmeier’s latest technical note for Bank of America Merrill Lynch – with a killer title – makes the case for getting long now in anticipation. Who doesn’t love seasonal studies?

As always, you may click to embiggen!

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Source:

Kicking it old school: stats support Buy in October & Stay
Bank of America Merrill Lynch – October 17th 2014

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  1. Top Newsstuffs (October 20-26) | The Buttonwood Tree commented on Oct 26

    […] Quant study: $SPX historical 6-month rolling returns (1928-2014) | Bank of America Merrill Lynch (BA… Calculates absolute & relative return for all 6mo rolling periods: – November through April (best): +5.11% average return (outperforms control group by +1.41pp), 70.93% success rate (outperforms control group by +6.55pp) – May through October (worst): +1.93% average return (underperforms control group by -1.77pp), 63.22% success rate (underperforms control group by -1.16pp) [Previously: For best results, buy in mid-October & hold until year end] #Bullish #Sell in May & go away until Labor Day #Conventional wisdom […]

  2. Kirk commented on Jan 30

    .

    ñïñ!!

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