Backtesting a strategy on fundamental indicators

Good day!

Could you advice me a program or sources where i can test my strategy based on fundamental indicators (like roa, roe, debt/equity, p/e etc.)?

Now it looks good on an uptrend, but i want to test it on downtrend (like 2001-2003 or 2008-2009)

 

Find something called research wizard on zacks
Does it work for my goal?

Another option I found was portfolio modelling on interactivebrokers platform
Has anybody tried it?

 

if it's focused on equities why not try https://www.quantopian.com/

 

portfolio123

 

Yes, equity.

Thank you, guys!

 

Back testing is BS. Makes you think like you can predict the future of the markets.

 

Portfolio123 is the gold standard for non-pro software. It uses the Compustat database, includes discontinued tickers (very important) and is amazingly flexible. They offer a 30 day free trial.

 

Have you looked at Wealth Lab Pro? I get access to their backtesting through Fidelity.

 

Portfolio123 is very simple, doesn't fit to my strategy
Now i'm trying WealthLab and ResearchWizard