You have to move $1M+ to get $2,500 and $2M+ to get $3,500. That's a quarter percent of less loss. You could easily lose more than that just being out of the market for a day during the transfer.
I've switched brokerages twice in the past few years, once to Etrade and
once to ScottTrade (now TD Ameritrade), each time for a $2,500 bonus.
I'll consider the Ally bonus if it's still around next year -- though the current
Ally offer expires 7/31/18, there's usually some brokerage bonus available.
To your point about missing out on the market ... When I transfer brokerage
accounts, the exact same shares I own are transferred, so no loss (or gain)
results during the transfer process.