The Best Six Months of the Year

Barry Ritholtz at the Big Picture put together A Tale of Two Seasons data regarding the seasonality of the market.  Many of you have probably heard the phrase sell in May, go away but the data here over a 52 year period is pretty astonishing.  One could argue that there is some potential data mining going on but either way you slice it tough to argue with the results.

What would be interesting is to see the breakout by sector/industry