RSS Amplifier

Algo Trading & AI · Jun 7, 2026

Average monthly earnings revisions showing the seasonal optimism-to-disappointment pattern

0
Sign in to vote or save

paperswithbacktest · Algo Trading & AI

How Doeswijk's Optimism Cycle explains the most persistent seasonal anomaly in finance — and delivers 7% annualized excess returns with just two trades per year

∙ Paid

Hello everyone, hope you’re doing well.

Every year, like clockwork, the financial press dusts off the old Wall Street adage: “Sell in May and go away.” And every year, skeptics dismiss it as folklore. But here’s the thing — the data overwhelmingly supports it. Over multiple decades and across dozens of international markets, stocks have consistently deli…

User's avatar

Continue reading this post for free, courtesy of paperswithbacktest.

Read the original on blog.paperswithbacktest.com

Comments

Nothing yet. Say the first thing.

    Sign in to join the conversation.