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Should I sell in May and go away?

The adage ‘Sell in May and go away, but buyback (or come back) by St Leger Day” or equivalents such as “Sell in May and go away, but be back in September”, is something that pops up every year in May. This is for the obvious reason that it’s about the month of May. I never really gave too much thought about what it really meant. I’d like to have a closer look and see if it can actually be beneficial to my return.

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