"Sell in May and Go Away" is an old saying, most frequently applied to the stock market.
It can be interpreted in different ways and can be self fulfilling but is it relevant to FX trading?
Is it best to quit in May, go on holiday and return in September?
I don't know but I will continue this year and investigate.
Profits Sept - Dec 2016 = 940
Profits Jan - May 2017 = -430
Year to date Profits including May 2017 = 510 pips