No. of Recommendations: 4
...There is a definate volume spike every Friday and a smaller spike every Monday. Ive also noticed the volume takes off every Friday at about 12:30 Central time. Which is about when the rankings come out.
I've also noticed similar spikes in some screen selections over the past few months. I've even bent the rules slightly on occassion, making my rebalance on Tuesdays, instead of Friday or Monday when volume in a selection seemed unusually heavy. But only sometimes has this saved points on a purchase.

I know we've had studies on the advantages of rebalancing on 30ths thru 3rds of months, but is anyone formally tracking or studying this apparently emerging phenomenon and its impact with any screens or selections? I suspect it would be nearly impossible to backtest currently, but as other posts note, TMF/MI screens or techniques seem to be having an impact in the market at least sometimes or in some scenarios. If true, tracking (or sample tracking to test a future hypothesis) may be worthy of study. If a scientific board member agrees and can suggest a tracking approach or sampling method, I'll volunteer to help gather data.
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