JayLazarin Recently, I was trying to determine if the saying, "Sell in May and Go Away" had any basis in fact. Looking at the last 10 years of data for SPY, it appears that if it ever did, it doesn't anymore. A deeper dive into the data, however, leads to the following conclusions; In the five years prior to the credit crunch of 2007 - 2009, both the S&P 500 (SPX) and money centre banks performed better in the second half of the year than in the first half. Since the advent of annual Stress Tests for large ...