Wanted some opinions on the below strategy. This can be done with any account balance, but lets say $100,000 cash balance to start. Trader uses below data, and using "best performer for one month" information, keeps his 100K invested in the top 2 performing ETF's at all times. Trader could also use 90-day data. Trader could choose to limit his universe to whatever trading volume ETF, say those which trade 1M or more a day, for liquidity. SEE: http://screen.morningstar.com/etf/Lists/ETFReturns.html (sort 1-month return column) also: http://stockcharts.com/webcgi/perf.html?GLD,EWZ,EWT,OIH,EEM,RKH,EWS,EWY,EWW (adjust scroll bar to whatever time period) As we know, trend following does not predict, it just responds, but we also know the #1 ETF will not drop to #50 in one month. Things happen gradually. We also know that things in motion tend to stay in motion. Above strategy would require the trader to buy/sell ETFs every month to few months to remain in the top performer. Thoughts? Not saying this is the Holy Grail or even a good idea, just wanted to get some discussion going.