Preparing for a nasty June for the markets

Apparently, investors have completely ignored the old "sell in May and rest" rule. In the last days of the month, US indices show full resistance to all kinds of news and are on new records.
But will investors fail to make a serious mistake?
Traditionally, yields in June are slowing down seriously, with only 9.7% historically. Is it possible to see a "black swan" in June. Unexpected event with extremely negative impact on markets.
Such may appear in the direction of the UK election, or come from China, and why not from Canada, in the direction of the mortgage market in the country. Or, the bankruptcy of a major company - like Seadrill ...
There are many possibilities, and investors who are extremely calm at the moment, judging by the level of trading on the VIX fear index, may be surprised, somewhere they do not expect.
Fortunately for investors, July is generally a good month for them, with an average increase of 1.5% for the broad US index historically. Still, the unpredictable August and September come, which is historically the worst month for the US markets, with an average decline of 1.1%.