Quant Investing

Hi, my question is on the re-balancing timeline for a Quant portfolio.
I have gone through a few quant/momentum based smallcases, and it seems that most monthly rebalancing ones have beaten the weekly rebalancing ones, on all timeframes. Especially, in a sideways market, the weekly ones have given 0 to insignificant returns b/w 2021 mid – 2023 mid.

Weekly: Pros

• Quickly captures a trend.
• Exits quickly on fundamental news, bad earnings etc.

Weekly Cons:

• Volatility, sideways movement. Bad returns.
• Transaction costs, hassle managing it on a weekly basis.

Monthly Pros:

• Reduces volatility. Many times stock doing well for 2-3 days don’t do well for next few days and so on. But they will be in Momentum Radar for Monthly time frame. Ex: AngelOne
• Low transaction costs

Monthly Cons:

• Fails to capture major news or events, turnarounds. Ex: Momentum in Adani stocks post Election result.
  Momentum in IT stocks in Mid of December due to positive on US exports.
• Late into the trend, especially during Earnings season.

I already invest in individual stocks, and am considering a Quant based strategy as an alternative to Quant Mutual Fund holding. I definitely won’t be able to track earnings result and sectoral trend for 10-20 stocks which are part of my Quant portfolio. Regardless of that being a smallcase or picked on my own quant model.