Here's 1957-1971 (a random 15 year period - excludes dividends cause Yahoo don't give em to me). Doesn't look like either of our two charts that we already posted. To me it looks like a lot of random noise.
Not sure how to test your assertion that "If the trailing 3 to 6 months are in line with the chart, the possibility is strong that the next month will follow suit. If the numbers are off, all bets are off for the short term." Do you use 3 months or 6 months or just eyeball it? How close is close enough? Your system seems to be defined with a sufficient level of flexibility or fuzziness such that it always prove itself correct (a bad trait to have if one is looking for a truly predictive hypothesis).
I stand by my earlier statement - "historical results are moderately useful at predicting returns in sample, but when applied to out of sample periods, the historical results are not useful". Except in this case, the in sample results (1957-1971) don't look much like the results from the total sample (1927-2001).
But hey, if your system works for you, keep to it. Whatever helps you earn that Mustang 
Just for clarification, what does your chart mean for March, specifically? Returns of approximately 0.5%? Zero to 0.5%?
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