There are numerous websites offering mechanical/systemtized investment resereach. Here are a few we like:
The most detail of any of the sites we have seen. Interested in seeing how cloud hosting will impact Amazon's bottom line in a number of scenarios? This is the place to play around with that.
More focused on searches and filters, but still very useful. A site that is in its early stages of development and promotion
The numbers behind the idea's in Joel Greenblatt's excellent book, "The Little Book that Beats the Market". Sign up, select a market cap range, and it spits out a portfolio of stocks that would pass Greenblatt's criteria. An excellent way to quickly filter through the market for a universe of solid companies worth holding.
If you invest in ETFs, you need to read this website. Whether your question is, "What About Leveraged ETFs" or if you are looking for a model ETF portfolio to mimic a certain style, they have the resources.