To run a screener backtest, follow the steps below:
Select the screener you want to run a backtest from the Screeners section. You can also run backtests on screeners you have created under My Screeners.
(Please note that some parameters like Relative Returns may not be backtestable due to limited history on these).
Once you open the screener, click on ‘Backtests’, as shown below.
Now, set the start and end dates for the backtest period. Then choose the stock universe and the benchmark against which you want to run the backtest.
You can use the ‘Advanced’ option to configure additional preferences, add parameters, and choose the maximum number of stocks selected per period.
After setting your preferences, click ‘Run Backtest’ to see the results.