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Author: randomdoc ✶  😊 😞
Number: of 15062 
Subject: OT-Jim's 15-year old system - "Sell in J
Date: 05/30/2024 3:19 PM
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Hello. Like many hear, I have been a follower of Jim for many, many years (over 20 I guess). Fifteen years ago he posted a seasonal system "Sell in June and go away". It's based on a very well documented "Halloween" seasonality, with ~Oct-May capturing basically all the year's return. Jim version is similar to Sy Harding's (he links to it in the post but Sy has long passed and the link is broker. see the link below for a copy I saved in my archives).

The earliest possible sell date is next Wednesday, June 5th.

With 15 full years passing since Jim made the post, it would be very interesting to look at the performance over such a robust out-of-sample period.

Jim's post: http://www.datahelper.com/mi/search.phtml?nofool=y...

Sy Harding's system (my PDF copy): https://1drv.ms/b/s!Agk8-mgCL2qrxBKhBONvfSnmMmCH?e...
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Author: mungofitch ✹🐝🐝🐝🐝 SILVER
SHREWD   😊 😞
Number: of 15062 
Subject: Re: OT-Jim's 15-year old system - "Sell in J
Date: 05/30/2024 4:46 PM
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My, that's an old post. Even Sy has been dead for almost a decade.
I'll try to find the time to do a correct test of how it's done since then.

As with most timing systems, my first guess is that it hasn't added value since then...it is a subject area dominated by torturing the data till you find a pattern that isn't there. Still fun to try, but not always the best way to invest. I even have a bitcoin timing system which works pretty well since I created it...but I would never buy bitcoin!

Jim
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