This is a really nice effect, but I don't think it can be done as a pixel shader - shaders themselves can probably do it, but limitations (such as bounding boxes) that Construct places on shaders makes it difficult. It could be coded as a 'movement', i.e. you add it on to the object and it changes how its drawn (a bit like what Rich said). This has the added advantage it doesnt actually require any pixel shader hardware - it's just drawing the sprite a bunch of times!
Also I'm pretty sure this would look better in Construct - since Construct uses floating point X and Y coords, you wouldn't get any of the step-aliasing I can see in your screenshots, if you look closely, especially in the first and last pictures. However, I still don't think it's a true motion blur - you can see outlines of the original image at the first and last position, when really no individual image should be visible. Ideally, each step should be rendered and blended equally to a final image (temporal anti-aliasing), but this is probably near enough for most uses.
I'll see if I can come up with something for the next build!
Another more interesting idea is full-scene motion blurring which is possible with temporal anti-aliasing - but this is trickier, I'll have a think about that...