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The week's question
In December 2024, in the thread "Re: BRK: Why Not XOM?", sykesix asked the members: "What do you do if you arrive early at movie besides go to the snack bar?" This week it is put to everyone again. The button below opens the small thread re-asking it - read what others have said so far, then give your own answer as an ordinary reply.
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Investment Strategies / Mechanical Investing
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Author: FlyingCircus ✧  😊 😞
Number: of 6374 
Subject: Re: Mungofitch "Sell in June" exits
Date: 06/09/26 11:09 PM
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Counter to this, it's become more of an anachronism than it was 15 years ago. Some summary stats:
Bearish or bullish signal being "right": 57% over the last 10 years. Close to a tossup.

.9% Avg bearish period return (Russell 2000) since dawn of tracking time (1979 in Zeelotes' NSB sheet)
6.7% last 10y avg bearish period return

10.23% Avg bullish period return (Russell 2000) since 1979
3.90% last 10y avg bullish period return (thanks to Covid & the 22 interest rate spike happening during November-May

Total return if you stayed invested (in Russell 2000) and ignored this indicator the last 10 years:
144.42%
Total return if you went to cash during the bearish periods: (Assuming ~2% tr over each of those)
68.65%

(these periods are not exactly the strict June 5th to 2nd week October boundaries, but more late April to mid-May depending on MACD per the old Seasonal Timing System.)
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