You may have seen this on The Big Picture.com. Did you notice 18 of 24 ending dates are on or before the end of May. Does it support the sell in May and go away theory? Also everyone of the periods are in the 1930's so the data is a little weak but it is the weekend
http://www.ritholtz.com/blog/2011/02/102-week-rolling-returns/
Poop Floats
Daniel Plainview
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