Thanks Haejin, I think i may misunderstood, i started this strategy, but i switch to the one that perform the best just the last week, this lead to lot of switches and much in commission cost,
My question is: is it best to use the total of the last 3 month or the last month?
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Use three month time period on etfreplay.com. You are looking to catch long term trends. Set and forget. Check for possible reallocation either every Friday, or every other Friday.