Does sell in May apply to MPB?
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Does sell in May apply to MPB?
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MPB Seasonal Patterns
Monthly Returns
| Month | Avg Return | Win Rate |
|---|---|---|
| January | -0.53% | 4000% |
| February | +2.87% | 4000% |
| March | -2.43% | 2857% |
| April | -0.54% | 3500% |
| May | +3.97% | 6500% |
| June | -1.21% | 3500% |
| July | +1.15% | 5000% |
| August | +2.36% | 7500% |
| September | -1.47% | 4000% |
| October | +0.01% | 4000% |
| November | +4.29% | 7500% |
| December | -0.01% | 6000% |
Best month: November (+4.29%)
Worst month: March (-2.43%)
Earnings Seasonality
Beat Rate8/8 (100%)