OK, let me try to clarify.
Let's say I have a strategy where I rank the Q1500US by PE ratio and buy the lowest 10 stocks. Then I will exit a position if it's rank goes above 20 and I find the lowest ranked stock that I don't hold to replace it.
The problem is: what if one of the stocks leaves the Q1500US universe? I would prefer if it stays in my universe so that the pipeline can continue to rank it compared to all the other Q1500US stocks.
How do I force my held positions to remain in my pipeline universe? The StaticAssets factor appears to be the wrong tool because it seems like its constituents are probably only set once.
i.e. I can't go: screen = Q1500US | StaticAssets(context.list_of_currently_held_stocks)
...Because it wouldn't be evaluated each time, only when the pipeline was created.