Share portfolio modelling using 20 year ASX historicals

Share proposed index portfolio performance modelling based on the ASX200 and ASX20 past 20 year historic as compared to the ASX200 and ASX20 index. Needing to model how a proposed share portfolio would have performed over the last 20 years as compared to the ASX20 and ASX200. The proposed model will be based on an initial investment of $1,000,000. It will buy shares to a maximum of 10% of the portfolio value, ie initially $100,000 Purchases will only be shares from the ASX200 as per the year of investment. A buy order will be executed if there is sufficient cash funds for any of the ASX200 companies that has a P/E (price to earnings) ratio of less than 10, this needs to be adjustable A sell order will be executed if the P/E ratio is greater than 25, this needs to be adjustable The buy and sell orders can be based on prices at the close of the day, or close of the week. This will be compared to the ASX200 and ASX20 indexes over the same period. Deliverables will include an excel file, (or other proposed file) with a summary page of the performance of the proposed index, and the ASX200 and ASX20 indexes over the period including a graph of the comparisons. The file will include the individual by share and by date share prices, P/E, ROE(return on equity), and D/E (debt to equity)