I make use of calendar anomalies in my accounts where transaction costs and tax implications aren't a concern. Calendar anomalies are not yet explained and may not persist forever, but their historical track record is pretty impressive. Still, it doesn't make sense to exit the equity market entirely at any time: I just move from one equity segment to another.
May through September have historically (for the past 25 years) been good months for exchange-traded US equity REITs relative to other equity market segments; small-cap stocks have also been good in May, June and August; emerging markets have been good in July. (I look at medians as well as averages so I don't get thrown off by a few outliers.) So in May, June and August I put about 2/3 in small-cap and 1/3 in REITs; in July I put 1/3 in emerging markets and 2/3 in REITs; and in September I shift everything to REITs. Nothing is guaranteed, but that has worked pretty well.
March is the other month when my portfolio becomes 100% REITs.