I have always been amused by the calendar superstitions of investors  e.g. US investors :"Sell in May, come back on Presidents Day".. as if it's a proven rule?!

However, it's always good to challenge a prejudice, so I went to scrutinise US Equity returns since 1950 to see if there was indeed any seasonality.. there's a great website that provides the details and.. uh ho.. September is the worst month..

Here's the good news, though.. October to December is (historically) has been the best Quarter..


http://www.moneychimp.com/features/monthly_returns...

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