“Sell in May and Go Away”: The Honest Test We're About to Run

· mythbusters, SPY, seasonality, backtest

"Sell in May and Go Away": The Honest Test We're About to Run

Every month we take one popular Wall Street rule and test it mechanically — no cherry-picking, no curve-fitting. Next up: "Sell in May and go away." The claim: stocks do all their work in the winter half of the year, so you're better off holding November through April and sitting in cash May through October.

Before we run it, we're publishing the test design. That's deliberate — deciding the rules after seeing the answer is how backtests get gamed.

The mechanical test

What would count as "confirmed"?

The seasonal strategy needs to beat buy-and-hold on total return, not just on vibes. We'll also report max drawdown and time in market, because a strategy that returns slightly less with dramatically smaller drawdowns is a different — and legitimate — kind of win.

What could make this test unfair

The honest priors

"Sell in May" has genuine historical support in some markets and periods — the winter-half outperformance of equities is one of the better-documented seasonal anomalies. But anomalies decay once published, and the last decade of mega-cap dominance may have rewritten the pattern. We genuinely don't know which way this one lands.

That's the point. We'll run it, publish the numbers — win, lose, or "it's complicated" — with the same execution discipline as everything else.

Not financial advice. This is a research plan, not a recommendation.

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