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So, whether or not you care about "sell in May" depends on your objectives and investing/trading style. But this adage is held so widely and so strongly, there must be something more to it. I decided to look at May from a different perspective. I decided to compare lows and highs, the reason being that folks most remember high and low points and not average returns. It is the peaks and the troughs that carry the most emotional weight and persist in the memories of folktales. I think you might find these numbers interesting. Note that I have expanded the analysis to look at May compared to the rest of the entire year and not just through September.