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Corey Hoffstein - Rebalance Timing Luck (S2E11)
Flirting with Models
The Seasonality Effect in the Overlapped Portfolio Method
There's documented seasonality, maybe some benefits of rebalancing certain strategies towards the end of the year. I haven't been able to find any evidence that these turn a month effects or seasonality are really worth leaning into. It doesn't mean you have to go all in or all out if you find that there's one particular month of the year that's better for your strategy to rebalance. You might just use other months as well but overweight that one particular month.
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