Would anyone be interested in back-testing stock filter that uses company fundamentals? More details inside...

I've been playing with stock market data as a hobby/passion for a couple of years and am thinking of bringing a product to market. A back-testing stock filter using company fundamentals with periodic trading intervals. Or a passive portfolio management stock filter strategy tester.

The best way to describe what it is would be to take, for example, the NASDAQ Stock Screener, choose your variables and their constraints, then watch what would happen if you implemented this filter from say 1990 to present, as a portfolio strategy with monthly trading.

Most of the back-testing stuff out there is all based on active, technical trading. This would be passive, trading at periodic intervals that you could choose, ie. quarterly, monthly, weekly...

For example, input these variables:

• Start with $20,000
• Commissions are $30 per trade
• Slippage factor of 2% per trade (loose 2% every trade, in and out)
• Monthly trading (trade on the first day of every month)
• Date range is January 1990 to present

Test by filtering the following:

• Use all stocks on the NASDAQ, AMEX and NYSE
• P/E less than 30
• Profit Margin greater than 20%
• Market cap greater than $100,000,000

Output would be monthly returns and stats, total portfolio return and stats, and so on.

There would be an intuitive user interface, with lots of statistics and analytics.

When I show people the programs I've made, they always tell me to give them a copy, and are willing to pay! I sell software right now and work with developers who are interested. I'm considering making this a commercial product. Please let me know what you think!