Sell in (or by) May and go away? This chart at United-ICAP's website (or find it at BNN.ca) shows why this phrase is so popular. If you invested $10,000 between May 1 and October 31 every year since 1950, you'd have a loss of $1,251.88. But if you invested $10,000 between November 1 and April 30 every year since 1950, you'd be up $943,130.74. This is amazing. CC: iShares, ProShares, MarketVectors, Vanguard, Direxion (3x Sell in May and Go Away ETF?). If you remained fully invested between April 29, 1950 and March 27, 2013, United-ICAP's chart says you'd have a gain of $659,116.32.