Sell in May and go away is a well-known financial-world adage. It is based on the historical underperformance of some stocks in the summery six-month period commencing in May and ending in October, compared to the wintery six-month period from November to April. If an investor follows the this strategy, they would divest their equity holdings in May (or at least, the late spring) and invest again in November (or the mid-autumn).
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