This book is about making money in the stock market through frequent trading exclusively in DIA, an Exchange Traded Fund (ETF) tracking the Dow Jones Industrial Average (DJIA). The strategy presented here is relatively conservative, but when used under proper circumstances, it provides opportunities for making money consistently. This strategy was developed over a period of six years and it reached its final form as presented here in September, 2008. And, most importantly, it made money during the initial three months of the great market crash of 2008 with an average return of about 4% per month on the invested capital. Past performance does not guarantee what happens in the future. However, as the strategy is based on the entire history of the DJIA, it should have a good chance of continued success in the future. This strategy is described in detail with actual trading records. The basis of the strategy is also described in full.