Does sell in May apply to AAT?
A
Does sell in May apply to AAT?
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AAT Seasonal Patterns
Monthly Returns
| Month | Avg Return | Win Rate |
|---|---|---|
| January | +1.08% | 5625% |
| February | -1.42% | 5000% |
| March | -1.90% | 6250% |
| April | +1.38% | 4667% |
| May | -0.43% | 4667% |
| June | +1.76% | 6000% |
| July | +2.81% | 6000% |
| August | -0.59% | 4667% |
| September | -2.07% | 2667% |
| October | +1.69% | 6000% |
| November | +3.90% | 7333% |
| December | +1.24% | 5333% |
Best month: November (+3.90%)
Worst month: September (-2.07%)
Earnings Seasonality
Beat Rate8/8 (100%)