You shouldn't enter more than 20-30 stocks in any one group to prevent crashing. Also you should in most cases only be creating groups with stocks from the same industry, therefore, there is never a need to enter more than 30 stocks into one group as the stocks won't be from the same industry as there are generally only about 15-25 tradeable stocks in any one industry.
In addition, if you enter a lot of small illiquid stocks which Yahoo Finance doesn't always have the best data for then this can cause crashing when backtesting. This is why we recommend only sticking to the large cap liquid stocks that are the best for pair trading, because they always have shortable inventory available - not every stock can be sold short, especially small stocks. The brokers don't always have inventory available for short sales on small illiquid stocks. However with large cap stocks like Google, Apple, Facebook, Microsoft, they do.