From Yuval's blog: "Once or twice a week or month, rerun your ranking system. If one or more of the top five are stocks you don’t own, buy those and sell your lowest-ranked stocks."
I am not sure how to implement this in a simulation.
You can try to play with this buy driven simulation.
I get consistently better results with buy drive simulations, especially less volatility. However you get very restricted in those simulations with to use other sell and buy rules. So if you heavily dependent on many buy and sell rules, those simulations won’t work well.