Does sell in May apply to OIS?
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Does sell in May apply to OIS?
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OIS Seasonal Patterns
Monthly Returns
| Month | Avg Return | Win Rate |
|---|---|---|
| January | +0.58% | 5500% |
| February | +1.02% | 5500% |
| March | -1.75% | 6190% |
| April | +6.86% | 6500% |
| May | +3.60% | 5500% |
| June | +1.63% | 6500% |
| July | -1.77% | 4000% |
| August | -1.79% | 4000% |
| September | -1.88% | 5000% |
| October | +1.49% | 4500% |
| November | +4.59% | 6000% |
| December | +0.34% | 6500% |
Best month: April (+6.86%)
Worst month: September (-1.88%)
Earnings Seasonality
Beat Rate8/8 (100%)