Order stocks by rank, or some other factor or function, in the current holdings, and drop the worst one during each rebalance.

Example: a sell rule such as
(Order(FRank)> .90*NumHoldings) and (Pr4WRel%Chg< 5)
If this is in the worst 10% of my holdings (based on FRank), I'll dump it unless it's been doing really well against the benchmark.

The Order() function should accept any factor or function. For example, I should be able to order my holdings by PEG, and treat the worst more harshly than the others in the sell rules.
Results: Total score: 71, # of Votes: 19, Average: 3.7
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Requested by: jerrodmason
On date: 06/06/05
Category: Portfolio

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