Many of those "best weeks" dates are null as succeeding stretches of performance ( over X periods ) in each case cancelled out the upside value added to the forward total return. June 74, Sept 74, Oct 74, Nov 80, May 00, Sept 01, Oct 08, Nov 08, Dec 08.
It is the tactical method that can avoid the largest down weeks / months in comparison to the up weeks / months that can really add risk mitigated alpha to the underlying total return.