Building a Community: Rule-based objective approach to fundamental long-term investing

On Fidelfolio, which historic data we can back test with? With my quick resting I can see it shows data from 2022 and backwards. Which might not be enough. We will require latest data.

As you have requested for few suggestions to to backtest, I would like to do the following (May not be suitable for this tool, but I would like to have your suggestions and take this discussion forward)

1. First filter will be the market cap. As large cap, mid cap, small cap – all will have different set of rules to screen good stocks.
2. return over 1 month, return over 3 months, 6 months, 1 year to screen momentum
3. asset turn over ratio to look further
4. compare average ROCE of last 3 years with the last year and current year (or quarter or latest quarter result)
5. cash flow matrix of last 3 years, last year.