This tool lets you test how a screen would have performed in the past as follows:

• The screen simulates holding stocks in equal weights at the beginning of each rebalance period.
• Dividends are included in the price data, therefore they are accounted for in the backtest.
• Slippage is only applied when a stock enters or exits screen. It is not applied to rebalance to equal weight

The tool lets you see how a screen would have performed for each period and summarizes the results calculating relevant statistics. This analysis tests the 'robustness' of a screen.