Using data back to the 1950s for ^GSPC (S&P500)
an excel simulation came up with this strategy-
I used ^GSPC to get a long history, but you would
be buying the SPY ETF which is equivalent.

Rules:		
Buy (or stay in the market) these months		
Jan		
Mar		
April		
July		
Oct		
Nov		
Dec
		
Buy but only if		
End of month adjusted value > EOM adj. value 5 months ago	
for these months	
Feb		
May		
June		
Aug		
Sept
Example- at the end of January, you would compare the
EOM vs.the EOM value for August (5 months earlier). 
If it is larger, buy (or keep since Jan. is a always
buy month) the
SPY ETF for the month of February.

For the past month of August you would have been out of
the market. :^)

Buy/Sells done at the end of each month.

Some results-
Returns over a period of 50 months 

EoM	 adjusted 	 port	  B&H return 	 port return 
9/9/15	 1,942.04 	 8,338.44 	72%	72%
9/1/11	 1,131.42 	 4,845.12 	-22%	18%
7/2/07	 1,455.27 	 4,113.35 	51%	42%
5/1/03	 963.59 	 2,897.89 	-25%	15%
3/1/99	 1,286.37 	 2,517.86 	173%	144%
1/3/95	 470.42 	 1,032.58 	46%	45%
11/1/90	 322.22 	 710.51 	39%	28%
9/2/86	 231.32 	 555.29 	116%	90%
7/1/82	 107.09 	 291.96 	10%	47%
5/1/78	 97.24 	         198.04 	3%	43%
3/1/74	 93.98 	         138.87 	11%	9%
1/2/70	 85.02 	         127.56 	-7%	18%
11/1/65	 91.61 	         108.44 	37%	66%
9/1/61	 66.73 	          65.50 	39%	31%
7/1/57	 47.91 	          49.93 	55%	62%
7/1/54	 30.88 (start)    30.88 		

1999 to now	                        51%	231%		
1954 to 1999	                      4066%	8054%