Something I'm thinking about

[lark_L]

I sort of did this for years in my 401(k), although not by sectors. I had four equity funds (Intl, large cap, small cap, growth) and when I rebalanced, I also rebalanced these four back to equal parts of the equity slice. I never tested or back-tested it to see how much difference it made, but I felt like it helped.

[nun]

Sounds like a DFA approach.