A “rebalancing day” (or “rebalance day” or “rebal day”) might occur on the last day of trading in a quarter, such as March 31, June 30, September 30 and December 31 (or the Friday closest to these dates). Days other than these typical dates might be set as a “rebalancing day.”
 
“Rebal day” has been cited in print since at least 2009.
 
   
Wilmott.com
WorldBeta
Fri Feb 20, 09 10:12 PM
Since it is the rebal day, I thought I would update the stats. 
 
Bogleheads.org
by RBK » Tue Nov 16, 2010 10:06 pm
555 wrote:Thanks RBK. Are you sure you calculated them as defined?
 
Yep. Scaled prices on first day to 1, z(t) = log(f) - log(g) where f is value of stocks and g is value of bonds (so for day 1 this was 0). Only calculated squared differences of Z from one rebal day to the next rebal day, then summed over all squared differences.
     
Investors Hub
jefree
Friday, June 28, 2013 5:00:30 PM
Today is “rebalancing day” also…
Looks like Somebody knows something though…
   
TTTHedge.com
RedLion Trader: EoQ, EoM, Rebalancing Friday … Quadruple MiM day $ES_F 1620 x 1595
Friday, June 28, 2013 by Editor
(...)
Recovery week is almost over. Today will be the rebalance at the close and the close of the quarter.  A good time to be on that closing imbalance meter.
(...)
Today we have a Friday, end of month, end of quarter and rebalancing day!  Hope to see you on the meter.
 
Zero Hedge
Stocks Plunge In Last Minute On Rebal Day, June Is Worst Month Since October 2012
Submitted by Tyler Durden on 06/28/2013 16:12 -0400
The S&P 500 ended the month with an odd shade of green (called red). This is the worst month in stocks for 8 months and makes only the 5th negative month in the 20 months since the global central bank co-ordinated save in Q4 2011.