Here's a fascinating market stat. According to Ned Davis Research, if you invested $10,000 in the S&P 500 from May 1 to October 31 every year from 1950 to 2006, you'd now have $9,160. Meaning, you would have lost money.

If over the same time, you had investing from November 1 to April 30, you'd now have $387,989. All of the market's gain has come during those six months.