Does sell in May apply to WHG?
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Does sell in May apply to WHG?
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WHG Seasonal Patterns
Monthly Returns
| Month | Avg Return | Win Rate |
|---|---|---|
| January | -1.15% | 4500% |
| February | +2.96% | 6500% |
| March | -0.90% | 4762% |
| April | +2.06% | 5000% |
| May | -0.65% | 4000% |
| June | +3.33% | 7500% |
| July | +0.06% | 4500% |
| August | -2.63% | 4000% |
| September | +0.91% | 6000% |
| October | +0.87% | 5000% |
| November | +3.73% | 6500% |
| December | +2.36% | 6500% |
Best month: November (+3.73%)
Worst month: August (-2.63%)
Earnings Seasonality
Beat Rate6/6 (100%)