So there's a problem with thrashing... Where deeply down companies may drop out of the index on this rebalance but come back in sometime down the road, in a qua

So there's a problem with thrashing... Where deeply down companies may drop out of the index on this rebalance but come back in sometime down the road, in a quarter or 2. The CRSP indices, for example, solve this problem by buffering between the market cap segments. The S&P should introduce a similar mechanism to it's methodology. This would also reduce index rebalance trade aheads and thus reduce costs.