The following scan/ backtesting service (1 yr.) is for FREE. http://prosearch.businessweek.com/businessweek/general_free_search.html?mode=advanced Please share other ideas including sophisticated/versatile & low cost, the one(s) you find quickest & easiest to use, etc.
This page is a more basic screen: http://prosearch.businessweek.com/businessweek/general_free_search.html
Another idea: Poweroptions, at www.Poweropt.com is a unique service that allows you to screen stocks & options in a unique way, (one example: screening for stocks with biggest option volume and/or open interest and seeing for yourself if any correlation with the intraday price changes No backtesting, not for free.