I noticed that in the Screen Backtest, past positions are changed retroactively. For example, here is the positions data that I scanned and saved to my computer on 6/19/21:
And this is today’s backtest, and when I open the rank date as of 06/19/21, I get the following list:
Do you recall what time on Saturday 6/19/2021 you ran the screen? It makes a difference since there are two updates during the weekend, one on Sat around 11am, one on Mon around 3am. So the more “stable” values for the weekend are on Monday after the early AM update.
It was from about 9 am to 12 am New York time when the phrase “Price as of 06/18/21 - Fundamental Data as of 06/19/21” appeared on Rank’s page. Before that it was written “Price as of 06/18/21 - Fundamental Data as of 06/18/21”.
If the data is fully updated on Monday, is it also undesirable to screen on Sunday?
And if the screening is done on Monday, then there should be no retroactive changes?
Sorry for the late reply. A screen run on a Monday or later that shows “Rank data as of [a Saturday]” is really using the rank data as of Monday at 3 am. In many cases this is the same as Saturday’s data but in many cases it’s not. We didn’t want to say “Rank data as of [Monday]” because that implies Monday’s close.
I apologize for the confusion the “Rank data as of” label has caused. But after Monday 6/21 early morning update, the rank data for screens will reflect that update, while the screen run prior to the update won’t.
It’s very inconvenient to have the latest “weekend” data on Monday around 3-4 am. But that’s how the data flows and we wanted to have the latest data for Monday rebalances done before market open.
You can certainly plan your trades on the weekend. There will be small differences but it should not affect a robust system in the long term.
Thanks for answers. So, then the final weekly data arrives at 3-4 am on Monday. In my time zone, this is just a very convenient time - 10-11 am in the morning 
