Gizmo, before you take that those charts/data/study seriously, my suggestion is to take a good look at the underlying data.
e.g. in the chart you posted:
1. Sep: NDX was down -47% total in years 2000-2002. Exclude these years, and you find find in last 15 yrs Sep has been a very good month.
2. Oct: (My favorite). Showing big down in the chart. Consider last five Octobers ile Octobers of 2001 - 2005, you will be surprized to find NDX was up about 47% total. And you know NDX wad down -14% in years 2000-2005.
3. Dec: 2000-2005, NDX down 12%. Your chart shows a big up.
I am not criticising the chart in any way, just stating that it has lot of illusions built in there and be careful of those and look at data before you put money on the line based on chart.