backtest.org - Jamie Gritton's MI Backtester

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This is a tool for backtesting stock screens, as defined and used by the Mechanical Investing (MI) message board at The Motley Fool. While it's quite handy (if I do say so myself), it is by no means an introduction to (or even a description of) mechanical investing.

GTR1 can do the same screens available here, and much more besides. Trading can be weekly or even even daily, with a huge array of data to screen from. You have a lot of control, but there's something of a learning curve.

Keelix's SIPRO backtester uses the SIPRO database available from The American Association of Individual Investors. You can test from a database of all stocks traded on American exchanges, with weekly data going back to 1997. The site also includes a message board, and rankings of many SIPRO screens.

Links to backtest.org (3)