you are viewing a single comment's thread.
certainly not exactly, but the concept of 'sell in may and go away' didnt exactly come from inconsistency.
True, but last May was not the average either. In 2009 the vix was headed down all through May into the following year. In 2008 the vix hit its low of the year in MayIn 2007 May would have been a good time to go away from the VIXEven if the market goes flat and VIX creeps up VXX will decline.