Does sell in May apply to ULH?
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Does sell in May apply to ULH?
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ULH Seasonal Patterns
Monthly Returns
| Month | Avg Return | Win Rate |
|---|---|---|
| January | -2.10% | 4000% |
| February | -2.32% | 4000% |
| March | +4.13% | 6667% |
| April | -0.21% | 4500% |
| May | +2.38% | 5500% |
| June | +1.61% | 5500% |
| July | +1.85% | 4500% |
| August | -0.07% | 4500% |
| September | -0.31% | 4500% |
| October | -5.76% | 3500% |
| November | +3.14% | 6500% |
| December | +2.27% | 6000% |
Best month: March (+4.13%)
Worst month: October (-5.76%)
Earnings Seasonality
Beat Rate8/8 (100%)