To initiate a screener backtest, follow these steps:
Select the screener you wish to backtest from the Screeners section. Alternatively, you can backtest screeners you've created by accessing them under My Stock Screeners.
Note: Certain parameters, such as Relative Returns, may not be backtestable due to limited historical data.
After opening the screener, click on the ‘Backtests’ option, as shown below.
Next, set the start and end dates for the backtest period. Then, choose the stock universe and benchmark for the backtest.
Use the ‘Advanced Sorting’ option to configure additional preferences, add parameters, and specify the maximum number of stocks selected per period.
Once you've configured your preferences, click on ‘Run Backtest’ to view the results.
