You've heard of the "January Effect," where investors sell stocks in December for tax reasons, only to buy them back in January, causing their price to jump.

But what about other months? Retailers, for example, have some seasons that perform better than others, simply because of the nature of the business. Some stocks even do better in November. Whatever the reason, investing based solely on the calendar is certainly not a Foolish strategy.

Still, wouldn't it be great to know ahead of time which stocks performed best at what times?

On Motley Fool CAPS, more than 120,000 members have weighed in on some 5,400 stocks, awarding five-star ratings to the companies that best command their confidence, and one star to those that don't. We've paired these opinions with data going as far back as five years to see which stocks perform best in each month. The following five companies seem to do best in November:

Stock

Market Cap

Avg. % Return, Nov.

Avg. % Return, Rest of Year

CAPS Rating (out of 5)

YTD Return

Marvel Entertainment (NYSE:MVL)

$2.2 billion

6.54%

0.81%

*****

1.95%

Cal-Maine Foods (NASDAQ:CALM)

$553.6 million

36.10%

2.14%

****

(7.85%)

Deckers Outdoor (NASDAQ:DECK)

$817.7 million

14.97%

3.12%

*

(59.65%)

Cliffs Natural Resources (NYSE:CLF)

$2.2 billion

17.36%

3.97%

***

(62.21%)

Cheniere Energy (AMEX:LNG)

$129.8 million

23.90%

1.46%

**

(92.16%)

Sources: America Online, Motley Fool CAPS.

What's driven the outsized November performance of natural gas provider Cheniere Energy while the rest of the year remains relatively chilly for the company? You might be tempted to think it has something to do with the onset of winter, but then Chesapeake Energy (NYSE:CHK), the largest U.S. natural gas producer, actually does best in June. Statistics like that are one reason why we don't recommend simply using this as a list of stocks to buy or sell -- just a platform for further research. We need to look closer for the reason, but this company’s two-star CAPS rating suggests investors think there's a leak somewhere.

If November really is the month these companies are thankful for, let's see which of the ones above might live up to that promise.

Carve into this
Besides strict vegans, there are few people who are going to give up eating eggs, and Cal-Maine -- as the largest fresh egg producer in the country, with a 15% market share -- stands to benefit from our addiction to these little orbs of gold. That could be why CAPS member CorbinB2 thinks Cal-Maine should do well regardless of what the greater economy is doing:

This company appears to have been greatly oversold the last few months, but they provide a necessary product that people still buy in good times and bad. Should see a trun around here by mid first quarter 2010 or sooner.

It takes an iron stomach these days to stay invested in this roller-coaster stock market. But for Marvel Entertainment, it simply takes a movie like Iron Man to help its profits take flight this quarter. Yet the company might have been too much of a superhero: Revenue from Viacom (NYSE:VIA) that was expected next year came in early, and with a dearth of movies scheduled for release next year, investors knocked the action-hero company for a loop. Selling off the shares might have been a bit of a myopic reaction, though. CAPS member bitterpete sees a strong stable of franchises still to fly:

Trading at 13 times earnings, this is definitely a steal. This is a well run company with never ending supply of characters with a built in fan base that can be turned into movie and merchandising franchises. Plus, entertain tends to do well during economic down times, particularly the more fantastical type.

A calming effect
It pays to start your own research on these stocks on Motley Fool CAPS. Read a company's financial reports, scrutinize key data and charts, and examine the comments your fellow investors have made, all from a stock's CAPS page. Your voice affects these stocks, whatever month the calendar may display. Since it's free to sign up and express your investing opinions, why not use this opportunity to take your star turn?