KLSE May Performance

There is a saying that you should sell in may and go away. How through is this statement? If you look at past performance from 1994 to 2007, there is no concrete evidence that KLSE will do badly in May.

Entry Date	Entry Price	Exit Date	Exit Price	% Change
5/3/1994	1054.13	6/1/1994	991.6	-5.93
5/2/1995	950.38	6/1/1995	1058.13	11.34
5/2/1997	1080.17	6/2/1997	1107.55	2.53
5/4/1998	625.24	6/1/1998	537.6	-14.02
5/3/1999	675.78	6/1/1999	742.7	9.9
5/2/2000	898.66	6/1/2000	914.12	1.72
5/2/2002	795.07	6/3/2002	741.9	-6.69
5/2/2003	631.16	6/2/2003	672.92	6.62
5/5/2004	840.42	6/1/2004	811.66	-3.42
5/3/2005	878.79	6/1/2005	861.05	-2.02
5/2/2006	947.8	6/1/2006	927.65	-2.13
5/3/2007	1329.13	6/1/2007	1348.36	1.45

So keep investing but you will need to be selective on the stock to invest in.