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Seasonal Switching Strategy

May 07 2019

Sell *Beta* In May

  • May 7, 2019

The six-month stretch beginning in May generally coincides with a narrow stock market in which non-cyclical and low volatility stocks tend to be the winners. Hence, don’t “sell” in May, but rather, tilt away from beta and away from “breadth.” These seasonal switching strategies have 70% batting averages.

Oct 07 2016

How To Beat The S&P 500 With The S&P 500

  • Oct 7, 2016

While 2016 is shaping up to be one of the most difficult years ever (on a relative basis) for active equity managers, one cannot blame the usual culprit of “narrow” market participation.

May 01 2013

What To Sell, If Selling In May

  • May 1, 2013

Those inclined to sell in May should sell Small Caps. If you don’t have Small Caps, sell Cyclicals, at least for the next six months.