Rebalance portfolio weekly by cloasing all positions and opening new

Hi, I'm trying to add function to my strategy to close all the positions on a certain day of the week and open new positions according to the rules. However when I added

DayOfWeek()==x

to the Sell rules I'm getting bakctest results that differ from Explorer suggestion.
I think this is as all the tickers get Sell signal for the day of the week and some tickers get buy signal as well which collide. I use position score and score generated via Explorer does not match picks of the backtester. When I remove DayOfWeek backtester pickup correct tickers all the time. How can I introduce this rebalance without damaging Backtester's performace?

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