Problem using solver with COUNTIF function

Hi all,

I have a sheet (attached) with returns for 5 investments, a sumproduct of the weights I hold these investments in, and a column with returns for the benchmark for my investments.

What I want to do is maximise the frequency of outperformance of my investments by changing the weights while only investing in a specific number of funds. I've tried to use the solver using the constraints:

sum of weights<=1, number of funds<=3
and trying to maximise the number of days of outperformance using MAX.

I think there's a problem using the COUNTIF within the solver but I haven't been able to find out how to do it myself so i throw myself at the mercy of the forum and hopefully one of you has an idea for me!

Thanks a lot everyone.

Yes there's a problem using IF, COUNTIF, COUNTA and other discontinus functions as Solver cannot cope with this kind of functions because the underlying math
in Solver (Newton-Raphson, etc) cannot handle it.

Alf