Sell in May and go away?

Stocks have fallen in the summer in bad years for the market. But going away in May wasn't smart in up years for stocks.

S&P 500 performance May-October Full year 2000 -1.6% -10.1% 2001 -15.2% -13.0% 2002 -17.8% -23.8% 2003 14.6% 26.1% 2004 2.1% 9.1% 2005 4.3% 3.5% 2006 5.1% 13.6% 2007 4.5% 3.5% 2008 -30.1% -38.5% 2009* 5.3% 1.8%

Source:Standard & Poor's * 2009 figures through May 29