Subject: Mungofitch "Sell in June" exits
Many moons ago, Jim shared a "Sell in June" seasonal strategy that improves on Sy Harding's original version by using Nasdaq NH-NL 5d EMA / 17d EMA as a trigger instead of MACD. The strategy goes to cash on the first day on or after June 5 that 5d EMA is below 17d EMA.
The Fool MI Board original post from 2009 is no longer accessible but I have a saved copy that you you are welcome to access here
https://drive.google.com/file/...
As of June 5 this year (Friday), by my calculations, the 5d EMA moved decisively below the 17d MA (it was already slightly below before). On a related note, Presidential Year 2 (this year) historically experiences significant drop in the summer leading to a major bottom in October.