The old saying ?Sell in May and go away? is often used as a market timing tool by investors. In his talk, Adam Sorab will summarise some of the research his hedge fund company has had conducted with researchers at the INSEAD business school to test the ?Sell in May? hypothesis. He will also discuss trading strategies designed on the back of this research to exploit observed seasonal characteristics and he will compare their results with buy and hold investment strategies. The results are both surprising and illuminating. While selling in May can be very effective; other months also have similar tendencies. In fact, there are several better ways to exploit seasonality when investing in and exiting the stock market.