January Effect disaproving the Weak Form Efficiency?

Going back and reviwing some behavioral finance and came across a question on Schweser ( reading #7 question #9 on page 173. They say that the january effect disputes semi strong, but i would believe it to dispute the weak form as well since the weak form says managers can generate excess returns thru trading technical analysis. Isn’t the calendar effect a type of technical analysis since it incorporates past price and volume data?

I would agree with you that it is only based on historical prices, and thus related to weak-form.