Does sell in May apply to PDM?
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Does sell in May apply to PDM?
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PDM Seasonal Patterns
Monthly Returns
| Month | Avg Return | Win Rate |
|---|---|---|
| January | +2.15% | 6250% |
| February | -1.24% | 4706% |
| March | -0.71% | 5882% |
| April | -0.91% | 5625% |
| May | +0.64% | 4375% |
| June | +0.74% | 5000% |
| July | +1.96% | 6250% |
| August | -0.57% | 3125% |
| September | -2.42% | 5000% |
| October | -0.20% | 5000% |
| November | +3.53% | 5625% |
| December | +0.14% | 6875% |
Best month: November (+3.53%)
Worst month: September (-2.42%)
Earnings Seasonality
Beat Rate8/8 (100%)