WahLau Backtesting

"Sell In May And Go Away" "5窮". Can we use it in KLSE? Ver.2

Wah Lau
Publish date: Sun, 28 Apr 2019, 05:39 PM
Wah Lau
0 41
Backtesting study.

I start it with interesting chart. It come with 2 side of views.

 

1st with S&P 500 average rolling. http://ekonomiorangwarasdaninvestasi.blogspot.com/2016/05/sell-in-may-and-go-away.html

 

2nd https://www.zerohedge.com/news/2018-05-07/trader-why-sell-may-may-be-delayed-year

 

3rd Show some positif data for who want to continue invest in May

https://bullmarkets.co/study-why-you-shouldnt-sell-in-may-and-go-away/

 

4th https://www.fool.com/retirement/2018/04/23/a-foolish-take-should-you-sell-in-may-and-go-away.aspx

 

Below is KLSE data taken by me form 1994 until 2014

Please read my previous post (*inside got many seniors and pro/ sensei advise, example Ooi Teik Bee in comment)

https://klse.i3investor.com/blogs/Backtesting/85101.jsp

 

How about our KLSE results from Mar 2015 until Feb 2019??

=.=... The KLSE results no good and follow "Sell in May formula"

Jul and Dec are good months. After check 1994 until 2014 monthly and Mar 2015 - Feb 2019 chart 

 

Which action your taken? Please leave comment.

A) Sold big amount of they share and keep they cash.

B) Buy more share due to "buy low sell high" concept.

C) Don't care about this. My buy sell fundamental, just wait and see the quarter report results.

D) Don't care about this. My buy sell base on tips. 

E) Don't care about this. My buy sell base on chart or technical. 

F) Other (please leave it in comment, I will update here)

 

All friend, senior, sifu, pro or sifu, your comment are welcome and thanks for reading it.

I wish our new government doing something for our economic (In May 2019 we will review the results after they takeover)

 

**Just sharing as study case and take your own risk to use it in your investment.

If you need the data, check below:

Date % Point Average % Date % Point Average % Date % Point Average % Date % Point Average % Average % 2015 May - 2019 Feb
Mar-15 0.53% 9.57   Mar-16 3.80% 62.83   Mar-17 2.73% 46.32   Mar-18 0.39% 7.26   1.86%  
Apr-15 -0.68% -12.51   Apr-16 -2.61% -44.86   Apr-17 1.61% 17.65   Apr-18 0.37% 6.91   -0.33%  
May-15 -3.89% -70.75 -2.23% May-16 -2.79% -46.72 -0.23% May-17 -0.12% -2.19 -0.14% May-18 -6.94% -129.75 -0.75% -3.44% -0.84%
Jun-15 -2.34% -40.88 Jun-16 1.73% 28.08 Jun-17 -0.12% -2.2 Jun-18 -2.82% -49.12 -0.89%
Jul-15 0.97% 16.5 Jul-16 -0.05% -0.82 Jul-17 -0.21% -3.64 Jul-18 5.48% 92.75 1.55%
Aug-15 -6.41% -110.4 Aug-16 1.50% 24.8 Aug-17 0.75% 13.13 Aug-18 1.98% 35.41 -0.54%
Sep-15 0.51% 8.3 Sep-16 -1.52% -25.51 Sep-17 -0.99% -17.58 Sep-18 -1.46% -15.44 -0.86%
Oct-15 2.76% 44.67 0.42% Oct-16 1.20% 19.91 0.51% Oct-17 -0.44% -7.66 1.15% Oct-18 -4.68% -83.88 -0.95% -0.29% 0.29%
Nov-15 0.39% 6.45 Nov-16 -3.19% -53.34 Nov-17 -1.72% -30.06 Nov-18 -1.72% -29.41 -1.56%
Dec-15 1.22% 20.35 Dec-16 1.40% 22.61 Dec-17 4.60% 78.95 Dec-18 0.64% -5.76 1.96%
Jan-16 -1.46% -24.71 Jan-17 1.82% 33.61 Jan-18 3.99% 71.77 Jan-19 -0.42% -7.05 0.98%
Feb-16 -0.78% -13.05 Feb-17 1.33% 9.84 Feb-18 -0.66% 10.34 Feb-19 1.44% 24.2 0.33%

 

Discussions
3 people like this. Showing 13 of 13 comments

qqq3

big data guy. no play play.

2019-04-28 18:24

ramada

Good writing style again.

2019-04-28 18:36

nckcm

Few more days to goreng !

2019-04-28 18:55

Wah Lau

qqq3 - =.=... small guy play with data
ramada - thanks you
nckcm - hope KLSE become better and better

2019-04-28 20:50

teareader818

My two cents prediction: Sell in May may be for real this year.

2019-04-29 04:31

dusti

Hey you American? Y believe what people say? Maybe sell in March and go away......too late for you? Don't worry the new Malaysia will be good for everyone!

2019-04-29 10:16

mamatede

What to sell in May? already huge selling all the months before.

2019-04-29 10:48

BigsmallTalk

Malaysia no summer holiday.
Only winter holiday meh
Bcou everyday is summer

2019-04-29 17:47

Wah Lau

teareader818 - =.=... need keep more cash
dusti- sometime we don't follow American, they Dow 30 up from 15,000 to 25,000+. Our KLSE just up from 1,500 to 1,600+ =.=..
mamatede - Yes, many still monitoring
BifsmallTalk - Can we consider mostly Malaysia Dec Quarter Report results better than Mar Quarter Report results or get bonus to put in share? (Need time to take data to prove it =.=...)

Thanks for comments and like ^^V

2019-04-29 18:48

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2019-05-03 18:38

Wah Lau

Anelisa Mini Dino - normally who only use WhatsApp to sell they item or service was scammer =.=...

2019-05-04 00:13

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