This is my attempt at implementing STS (Seasonal Timing Strategy using MACD and seasonality) to buy/sell on the Dow (DIA) and when out of the market 1/2 of the time buying a bond etf.  It seems so easy to buy and sell once a year and seems to work very well unless I'm missing something here.?  When you run it before 2007 it does even better than buy/hold and almost doubles the CAGR due to avoiding most of the 2008-10 losses.  I'm curious what methods people are using that are better than this one?  Or did I make a mistake in the code.?