Maybe there's an easier way (it'd be nice if you could assign the palette and shape by name), but here is how I've done it by creating a calculated field that determines the shape order. For example
Margin Rating =
IF ISNULL(AVG([Margin])) THEN NULL
ELSEIF AVG([Margin]) < 0 THEN "0"
ELSEIF AVG([Margin]) < 100 THEN "1"
ELSEIF AVG([Margin]) < 200 THEN "2"
ELSEIF AVG([Margin]) < 300 THEN "3"
Then create a custom shape palette with only the 5 ratings, ordered by file name. This is easier than it sounds. Just go to the folder Documents\My Tableau Repository\Shapes, copy the ratings folder to, for example, ratings_custom and remove the shapes you don't want. See knowledge base article:
Now when you assign the ratings_custom palette to Margin Rating, the default mapping will be aligned with the shape file names.
ratings.twbx.zip 193.1 KB