The idea, as described in this post, is to randomize the trading path taken by the strategy, effectively performing a Monte Carlo Simulation, to see the stability of trading results when different subsets of top-ranked stocks are selected each run.
The benefit of using Random (as opposed to some Mod(SomeFunction(Price)) or EvenID/OddID) is that it's trivial to generate any number of N randomized trials. The downside is that strategy runs are non-deterministic, though some may consider that a plus.
It works in the general case, just appears to stop functioning if a portfolio-level Sec/Ind rule is also applied in the buy rules.