Investors can be a superstitious bunch. "Sell in May and go away," for example. The stock market is supposed to have slim pickings over the summer months, and September should be one of the worst months to have money in the market.

The idea makes some sense. September is a quiet period for the U.S. stock market, wedged between the year's third and fourth earnings seasons. Many companies observe quiet periods heading into October's financial reports. And it's not always easy to see what the upcoming holiday season will look like, making it tough to pick winners and losers across many consumer-facing industries.

As a result, September really did see the worst single-month market returns in 2021 and 2022, as measured by the S&P 500 (SNPINDEX: ^GSPC) index.

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Source Fool.com