It sounds like CRSP would do it for you. NYSE daily data back to the 1920's, also has NASDAQ and AMEX. I think it is super-expensive but most b-schools have it, if you know or make friends with somebody at a b-school they might be able to help you. http://www.crsp.com/
You might also be interested in the linear regression indicator. http://www.dailyfx.com/charts/Chart.html (see attachment). I notice it is possible to add multiple linear regression indicators with different time constants to the chart and identify crossovers.