Statistically it’s true that on average, over the long term, May through September has been comparatively weak. That’s because the months of May and September have been weak. June, July and August, on average, have been good months. However, any given year can prove to be an exception to the long-term averages.
(Source: Standard and Poor’s, data through May 1, 2014. The Leuthold Group, with permission)