Many screeners come with the backtest feature, allowing investors and traders to assess if the same strategy would have been effective in the past. Backtest data helps in analyzing stock performance and returns.

To run a backtest, follow these steps:

First, make a copy or duplicate of the screener by clicking on it.

Then select the watch icon as shown below.

You can choose the Start and End date, as well as the Stock segment, such as S&P.

Next, click on the "Advanced" option to configure preferences and set the maximum number of stocks in the "Max Stocks" field.

By selecting Run Backtest the result of the backtest will be displayed.

An Overview of the returns over the past months is shown.

Period analysis - Returns over the backtest period.

Previous backtests summary is also displayed.

Important: Please note that the current universe constituents of an index are applied throughout the backtest. It does not adjust for past changes in previous periods. If you wish to select stocks based on high market cap instead, then use the "All Stock" universe with a market cap filter.