My seasonal strategy will give its re-entry sometime between October 16 and the end of November, depending on what the additional technical indicator I use says at the time.

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Adding an additional indicator, such as the moving average convergence divergence (MACD), to time market entry and exit further improves returns.

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It maintains the mechanical aspects of Sell in May, avoiding emotional input, but incorporates a simple and well-known short-term technical indicator, MACD, to identify whether the market is still in correction mode when the entry date arrives in the fall, and whether it is still in rally mode when the calendar exit date arrives in the spring.

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