Sell in May, buy in St Leger’s Day

[ergophobe]

Study going back to 1693 across many exchanges in different countries show that stocks fail to keep up with short-term interest rates May-September

There's a lot more in this article. Pretty interesting.

"I don't care if it works in practice. It doesn't work in theory!"
  — many generations of economists


https://www.marketwatch.com/story/why-sell-in-may-shouldnt-work-but-does-11662490043