Historical screener – back test with point in time data

Every day since 4 December 2015 we have saved every ratio for all the companies in the screener. This means every day we saved over 110 ratios of about 22,000 companies.


Why are we doing this? A point in time database

Why are we doing this and how can this help you?

The reason is to build up a past database of actual ratios and indicators on a specific day - also known as a point in time database.

The data goes back to 4 December 2015. We know it is not 30 years, but it grows every day.


You can now screen in the past!

This point in time database allows you to go back to any day in the past and see exactly what companies fit your investment strategy and how they have performed.

This is not using calculated back test values but actual values as they were in the past thus no look-ahead or survivorship biases.


How to screen the past – back test

These two articles show you exactly how to use the historical screener:

How to back test your investment strategy

How to back test your investment strategy - Real world example