This seems like a nice and simple strategy with a little seasonality thrown in.
As it is though there is the potential for being kept in a trade throughout any of the excluded days or months as the only exit criteria (i.e reverse the position) is based on this seasonality/day of week. Maybe a different exit criteria is needed in any excluded trading months or days as otherwise a catastrophic event could occur in one of these and destroy your account. On the other hand some say it is a good idea (if you have enough money) to hold through disasters.
