Best Six Months Rule, Definition
Jeffrey Hirsch, author of the annual Stock Trader's Almanac discovered that the majority of the gains in the S&P 500 are made between November 1 and April 30. This rule has been true for most years since 1950. The old Wall Street saying "Sell in May and go away" is derived from this observation. Also known as the May Rule.
See also: Calendar Effects, Seasonality