Seasonality changes over time!
First have a look at a screenshot of one of my favorite website investopedia.com They have some nice articles about the seasonal performance of stocks and the effects in trading. But unfortunately the information is not precise, and therefore misleading.
The chart shown suggests that the average return for the S&P500 (index or stocks?) has been positive, except for September. Further down they speak about the January effect, suggesting an average positive performance of stocks in January.
When I did my own tests, using data since 2000, the results looked a little bit different:
I did not run a test on all S&P500 stocks, but I ran a backtest on the DOW 30 and the German DAX 30 stocks. As you can see on the screenshot, the average performance in Dow stocks in January is mostly negative. The German stocks show a mixed behavior in January. The monthly seasonal performance of the Dow Index is also quite mixed. And this beside markets noting above their levels of 2000. If there would be no January effect, than I would have expected an average bullish January performance, as the market since 2000 is up.
But there are also good news. Have a look at the performance of the last three weeks of the year. Nearly everything is positive.
Conclusion: Seasonal effects exists, but it is most probably completely useless to use data from 1926 up to now, as the investopedia article did. Better take just the last 10-20 years, try to get rid of an overall bias by selecting a test window that starts and ends at about the same level and then make some money on your own thoughts.
Stay careful and test before you trade!