Brandon, maybe you can give an idea of the available data/indicators/fundamentals available on their database which are useful from a screener point of view? Thanks!
I've posted this link so many times I feel like I'm becoming a shill ... lol finviz.com (completely free site)
You can do this with the appropriate data (you need taglines about the sector in your EOD data) in Amibroker. From that you can trade the strongest/weakest stock, and other sectors. It's very easy to alter the basic code yourself.