Building a Momentum-Based Stock Selection System

The easiest way to increase turnover (after you're happy with the sell limit using rank< or rankpos<) is simply to add something like: nobars>200 as a sell rule, and LastSellDaysLT(30)=0 as a buy rule (so that the model avoids rebuying the same stock).

Every stock in the database has a unique integer: stockid. See here for a clever way of dividing your universe into random parts (and then making sure you model outperforms in all of them):