Does sell in May apply to TWI?
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Does sell in May apply to TWI?
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TWI Seasonal Patterns
Monthly Returns
| Month | Avg Return | Win Rate |
|---|---|---|
| January | +3.51% | 5000% |
| February | +2.76% | 6500% |
| March | -1.83% | 5238% |
| April | +6.80% | 7000% |
| May | -0.79% | 4000% |
| June | -0.28% | 4000% |
| July | +0.61% | 6000% |
| August | -4.08% | 2000% |
| September | -1.99% | 5000% |
| October | +1.25% | 4000% |
| November | +4.29% | 5500% |
| December | +6.56% | 6000% |
Best month: April (+6.80%)
Worst month: August (-4.08%)
Earnings Seasonality
Beat Rate8/8 (100%)