Sell in May and Go AwayNext week we start the month of May, which has historically been one of the worst performing months for stock markets worldwide. The Stock Trader’s Almanac did a study on the performance of the Dow Jones Industrial Average since 1950 and found it has had an average return of only 0.3% during the May-October period, compared with an average gain of 7.5% during the November-April period. This study has built the theory of Halloween trade and the adage ‘sell in May and go away.’