[hazard]

There's kind of a lot of missing pieces here:

* This is a simple strategy, which is fine, but also means you are not the only person who has noticed this. Why do you think this makes money? Is there some risk you are being compensated for, or is there some forced trading you're picking up the other side of, or something else?

* Which of the common equity factors (https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data...) is your strategy exposed to, and by how much?

* What are the basic return statistics of the strategy, like Sharpe and drawdown?

* How sensitive is the strategy to parameter variations? What if you sell the second best ETF instead of the best? What if you sell on day n+2 instead of n+1? What if you buy the worst ETF?

And about a dozen other things that you should look into before you actually try trading.