I have previously speculated upon the old stock market saying
"Sell in May and Go Away"
which can be interpreted in different ways and can be self fulfilling.
Is it relevant to FX trading?
Is it best to quit in May, go on holiday and return in September?
I promised to investigate and the results are quite conclusive
Profits Sept 2016 - May 2017 = 510 pips
Profits Jun - July 2017 = -395
Based on this evidence...without a doubt...definitely - Sell in May and Go Away!!!
