Definition
"Sell in May and go away" is a well known saying in finance. It is based on stocks' historical underperformance during the six-month period from May to October. The historical pattern was popularized by the Stock Trader's Almanac, which found investing in stocks as represented by the Dow Jones Industrial Average from November to April and switching into fixed income the other six months would have
In Panel Profits
In the Panel Profits market platform, 'Sell in May and Go Away': Definition, Statistics, and Drawbacks applies standard equities & market mechanics principles to comic assets and physical collections. Trading volume and liquidity spreads reflect secondary market dealer and auction transactions.
Common mistakes
Do not infer unobserved prices.