Bollinger Bands…Sell in May!

After reading Jay Kaeppel’s book Seasonal Stock Market Trends, I took a look at some of my swing systems to see if they could be improved by only trading during certain times of the year. Sure enough, my Bollinger-band swing trading system improves if you do NOT trade during the month of May. And it improves even more if you exit any trade that happens to overlap into the month of May. I don’t know why this is the case, but removing May from trading made a big difference.

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