... you would win some bucks, ... if your skill and/or luck of trading be greater than Rich Dennis, who began trading with 200 dollar and turn them into some hundreds of billion.
:p
Such kind of timing methods will not work for hedge fund IMHO. The hypostasis within pretty much resemble that of buying dips after the price falling of a stock.
However, the performance of some type of hedge funds, i.e. Global Macros, do exhibit a clear seasonal phenomenon.
You can try MetaTrader, which provide daily and intraday historical quotes for free. It's can also be converted to CSV format.
http://www.metaquotes.net/metatrader/
Note that you could open a 1-month demo account in the software. After the first month you'd have to open another demo account...
for John Henry, a whole chapter in this book:
http://www.amazon.com/exec/obidos/tg/detail/-/047140313X/002-9256449-7654402?v=glance&vi=customer-reviews
Wonderful list!
Besides the list, I recommand:
1. Trade Like a Hedge Fund: 20 Successful Un-correlated Strategies & Techniques to Winning Profits.
Author: James Altucher
2. Design, Testing, and Optimization of Trading Systems
by Robert Pardo