Trading just based on seasonal tendencies is an yet another trading method to examine. The plot above shows the equity curve for a system that is always in the market either long or short. The trades are entered and exited based only on the date. It works fairly well. Over the last 10 years it has done much better than buy and hold. However, the method did poorly in 2006 and 2007 as the market surged higher. But, it caught the big market crash of late 2008.
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