RE:RE:May - August BluesThe whole summer months being bad is a complete joke. It is true that average returns in the summer have been worse then the rest of the year, but overall returns in the summer are still positive, just not as positive. Plus in 40% of years returns have been higher during the summer months then during the rest of the year. Also the overall difference in lower average returns really comes down to two or three really bad period from bad in the 70s and 80s.
Volume is lower, but returns really are not.