Because when you rotate:
1. You are unfamiliar with the hospital, the culture, and the EMR, and will likely look clueless in comparison to the home M4s. They also usually know some of the residents and attendings and know of various preferences and quirks. The home M4s get first dibs on picking rotations, so they usually take the spots early in the year (to get LORs, etc.) and set the bar. It's harder to stand out positively when you're starting with such a disadvantage. By the time you learn these basic things, you've already lost a week or two to impress.
2. If you're not competitive for a given program, it's very, very hard to be an outstanding enough away rotator to move yourself high on the rank list, although usually you will get a courtesy interview.
3. If you are competitive for a given program, doing or saying one stupid thing could suddenly make you less desirable. In other words, you aren't going to move yourself up the rank list, but you can get yourself moved down it.
4. It's not considered as important in GS to do an away rotation or two, as most students have a local GS residency program to get LORs from.
This gets discussed on the surgery forums from time to time, and consensus always seems to be that aways hurt more candidates than it helps. I am referring to GS and not ortho; if ortho recommends away rotations, do what is expected.
I've been doing ortho aways for a couple of months now and agree with all this with the exception of the following:
Aways for ortho are pretty much "required" in that they're a box you have to check. Residents and attendings understand the difficulty of shining in a foreign environment so they cut rotators some slack.
They let you break scrub a little early so you have a buffer to get lost as you find your way to Grand Rounds, for example. Or they send you home from call at a reasonable hour if you have an important meeting with the PD in the morning. They understand that your priority is to look good in front of the attendings so as long as you bust your butt while you're with them and don't leave for BS reasons (such as lunch while everyone is working) they'll cut you slack when you need it.
I still haven't figured out how to wow the socks off my attendings while I'm on aways, so instead I focus on working hard, having a good attitude, being engaged, and most importantly, not saying or doing anything stupid. I've been the yes-man during these months* and I hope this is enough to get me an interview and some sort of advantage over non-rotators, but we'll see as the season goes on.
Also, almost everyone does their home rotation around the same time so you will usually be on aways with other outside rotators after you've finished your home month. Regardless, it's actually super helpful to end up with someone at their home program because they have the insider info on everything. They can log you into the EMR if you don't have access, help you find your way around the hospital, tell you each attendings' quirks (who pimps and on what), etc. It's a "pay it forward" kind of attitude because we will all be in a foreign hospital at one point and will rely on others for these things.
Maybe I've been lucky with my choice of programs, but everyone I have met thus far has been super collaborative and helpful. This includes other students, residents, attendings, and staff. We help each other when we can and have a good time while working hard. This attitude is a huge part of why I love ortho. It's a good group of people to be around.
Having said all that, I think it's way easier to make a bad impression than a good one (points 2 and 3 above). But in ortho you don't have the option of not doing aways so you hope for the best.
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* The only time I said "No" to something was when a resident really wanted to Stryker a patient with suspected compartment syndrome on his last day of trauma, but there was no real clinical indication for it. He turned to me and jokingly said, "So...how badly do you want to be in this program?" Before he could finish his question, I told him, "Hell, no! Stryker yourself first," and we all shared a good laugh.