The Real Story: Kellogg Shares Not Popping

"Sell in May and go away" is a well-known and well-heeded Wall Street axiom. Starting in 1950, if you invested in the Dow Jones Industrials every year on May 1 and sold on Oct. 31, you'd actually have a loss, according to the Stock Trader's Almanac.

As we approach a historically difficult time for the market, it's an opportune moment to search for stocks that are better off being sold than bought.

I took a quantitative approach to start the research for some new ideas, thereby eliminating any of my own biases. Using Morningstar's premium stock screen, I started with stocks that had at least a $300 million market cap. ...