I am trying to build strategy around framework, so I can later test it over universe of stocks. I am submitting Insight which is available for 3 days from the submition point. The idea was to not submit insight if there was a signal submitted for the last 3 days. 

The current problem which I see is that PortfolioConstructionModel is selling/buying even when there wasn't any signal for sell. How can I avoid this and what kind of construction model shall I use?

 

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Not sure why it's selling assets, while there shouldn't be any portfolio re-balance
 

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Backtest attached