Systems tested
Sell in May on the S&P 500: $1,000 → $1,689, and the catch
Since 2017, Sell in May would have turned $1,000 into $1,689 on the S&P 500.
Sell in May and go away.
An old saying from the London stock market.
In 2002, two economists tested it on dozens of stock markets.
The rules
In. At the last close of October: buy, with the whole account.
Out. At the last close of April: sell everything, sit in cash until November.
Nothing else. No signals, no stop. Only the calendar.
Daily candles · Jan 2017 – Nov 2026 · fees 0.1% a trade included
What we found
$1,000 on SPX, 2017
$1,689
Just holding
+236%
Beat just holding, all 29 markets
10 of 29
Smaller worst drop than holding
25 of 29
Free account
The full test
Every market, the whole period against just holding, and after the cut: the original, the change, holding. Plus all 17 changes.
Sign in free to see all 29 markets and all 17 changes. Just your email, no card.
See the full test →A setup is a starting point, not a verdict.
Other candles, stops, filters, your own coin: test every change on real data, before you risk a cent.
Past results, measured on real data with fees included. No promise of future returns. This is not investment advice.