I have been hearing about buying stocks October 1st and Selling April 30th.  I have done my own quick study of the seasonal trading and I find it worked in all but three trades.  With the use of the MACD for entry and exits improves the performance.  The surprise was after selling in April and buying bonds and holding until October, the gains over all improve nicely.  This is without the dividends factored in so the real performance should be better.  I believe I have found a system for that hard to trade 401K that will improve it's performance.  From 10/01/01 to 4/4/2012 compounded return of 182% using SPY & an aggregate bond fund.  The buy and hold of SPY was 67% by comparison.

The Trend Advantage.