Midas Data Miner is a historical stock screener that should:
aggregate any variety of market data sets available on the internet into one local data set,
feature a stock screener for identifying stocks at any data point(i.e. June 2, 2004) that meet user-specified criteria(i.e. P/E ratio less than 10),
allow users to apply aforementioned stock screener against all years available in local data set to simulate a portfolio with user-specified criteria(stock screening and position sizing)