“sell in May and go away”.

RELAX

When it comes to timing the market, the “best six months” is a clear winner for ease of use.  It is based on stock market cycles and ties in nicely with the  “sell in May and go away”.buy the share at the beginning of November. At the end of April, you sell.
The idea of market cycles that repeat around the same time of year. They’re often called seasonal or calendar cycles.
These cycles can be used in buying stocks and even rolling stocks on a long term basis. However they are probably most well documented in commodity markets, especially the agricultural commodities.
Stock market research has shown that these calendar cycles can be applied beyond commodities to any business that has a regular seasonality to it, whether it be retail, travel, financial, etc.
Like many things in stock market research, these market cycles aren’t as simple as buying or selling at the same time every year. They provide opportunities to look at the market in question, and the analyze it. But sometimes news may come out that a time of year that is normally strong for your market is going to be weaker than expected, and so it may actually turn into a shorting opportunity.
And just to make things even more challenging, sometimes normal calendar cycles don’t occur as they have for years and years before.
It simply means that you should consider them as only one part of the probability scenario in your total trading plan. And they can be a very important and powerful part of that plan.
To observe the performance of the base strategy, we can use monthly historical : read more.. http://finance.yahoo.com/q/hp?s=%5EGSPC&a=10&b=1&c=1957&d=09&e=31&f=2006&g=m