How to re-balance a portfolio every month?

Dear Members;

I have 10 daily stock market returns. I want to construct a portfolio that goes long in the three highest returns and short in the three lowest returns per month. I find the code that calculate the portfolio weight but for 1 month, I need to repeat the calculation for n months.To do this, I have to

1) calculate the average monthly returns: this step will gives me a matrix (line= number of months* column= 10)

2) Make a loop from month1 to month n to repeat portfolio weight calculation

Could you please help me! Many thanks in advance