ETF Allocation. I really need to do this study now. That is, I want to take the big 4 (MDY, IWM, SPY and QQQQ) and see how they have performed the last X days. X is the variable that will change, ranging from 1 to maybe 50 or more. Then the rule is switch to the best performing ETF at the next open. All of this assuming tc is long. That is, only record long returns, but calculate X based on all data. I have been too busy to get this done, but now I am getting nervous that a rotation is taking place. It may not result in anything valuable, but it is worth trying.