Does sell in May apply to CTO?
C
Does sell in May apply to CTO?
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CTO Seasonal Patterns
Monthly Returns
| Month | Avg Return | Win Rate |
|---|---|---|
| January | -1.34% | 4500% |
| February | -0.33% | 5000% |
| March | +1.45% | 4762% |
| April | -0.61% | 3500% |
| May | -0.24% | 4000% |
| June | -1.36% | 4000% |
| July | +1.11% | 5000% |
| August | +3.09% | 6000% |
| September | -0.33% | 5000% |
| October | -0.31% | 5500% |
| November | +2.14% | 6000% |
| December | +2.58% | 7000% |
Best month: August (+3.09%)
Worst month: June (-1.36%)
Earnings Seasonality
Beat Rate8/8 (100%)