[fantasticshower]

If you're open-minded, give the paper a read. They suggest a method, that you can verify yourself, for figuring out which months are likely to be worse.

The paper you shared defines "in the market" as long equities and "out of the market" as long T-bills. The paper I linked looks at other assets you could rotate into besides T-bills. How could that one change (they offer several other ideas) impact the results of your paper?

If that's not interesting to you, skip the paper I linked.

Personally, I believe that type of research is still valuable. I don't structure my life just based on things in published and cited articles.

[Zetice]

As with literally everything else of this nature, it's overfit for the past, and in future applications inevitably fails.

This isn't about interest, it's about value. What you're proposing is flat out wrong, and has been shown to be so in hundreds of different ways.