I run a highly concentrated strategy that buys up to 10 stocks so my ideal position size in the simulation is 10%. For significant periods of time though only very few stocks pass the screen, e.g. 2.
As the maximum buy constraint is 50%, it means that if only two stocks pass only 30% of the portfolio would be invested.
Is it possible to increase the Buy constraint so I can invest up to 100% of the portfolio in one stock (as it is possible with screen)?
I know based on performance of the screen that the win probability and average return per period is roughly the same regardless of the number of stocks that pass the screen (1 to 10), but I am not able to use the Simulation and play with Sell rules as my strategy is heavily underinvested majority of the time resulting in much lower returns when using the Simulation vs using the screen. This makes the Simulation quite useless in my specific case.