After many moons of watching these reweigtings, I have come to the following conclusion. I would do better if I watched the clock, more than the stock to be added or reweigted with stock to buy on the bell. Here is my new strategy. Please feel free to add feedback. Take pretty much any reweighting and you'll be surprised. (% of a what you consider a 'full' position) - 9.45am Fade the open and Short just 50% Just in case - 10am Double your winner and short the other 50% Everyone bought the open because they heard there were millions to buy on the bell. After they are all long, they all get stopped out and real sellers come in and add to panic. "Why is this happening, there are millions to buy on the bell?" - Noon Cover 100% Noon - 3pm Directionless - 3pm Buy just 50% Just in case - 3.30pm Double your winner and Buy 50% - 3.38pm sell 100% - 3.39pm Short 100% Never fails. Whoever has the buy order and has guaranteed the close to Indexers never puts the order in the MOC at 3.40pm. Therefore imbalance announcement is to sell. "Why is it for sale and not to buy? Get out quick, we were wrong." This also now prohibits anyone putting in an MOC sell order for what is to be a buy imbalance at 4pm. Buyers do this on purpose so they control the process and get te highest price in case they end up being short on the print. Indexers don't care. They ONLY want to be guaranteed the closing price. - 3.42pm cover 100% - 3.45pm Buy 100% Pro's wait til now to buy the close, they have already put their MOC in 'short' before ever having bought it. - 3.55pm Sell 100% - 3.56pm Short 100% Most people didn't get their MOC's in before 3.40pm, they have to sell now if they don't have a floor broker. -3.58pm - 4.05pm(aftermarket) Cover 100% Comes in after or at the close for same reason as above. This is time (no pun) tested. I have done this for so long now I get tired of all the back and forth, I never actually timed it except for the ~3.38pm thing. It works as crazy as it looks. Not recommending you follow it step for step. Maybe one or two of the steps. This is more irony than anything else so don't rip me apart. It's just so stupid how the same thing happens every time. C and WFC were their own animals today because of the size. Most of these timeframes still worked though with them. Check out some like - XOM or even MJN from today. Try one you knew had a bunch to buy. It's sick, am I crazy or has anyone else made similiar observations?