Yes, the Quant Investing stock screener has a back test function.
You can use it to go back in time and see exactly what companies fit your investment strategy and how they have performed.
This database does not use calculated ratios and indicators but actual point-in-time values as they were in the past thus no look-ahead or survivorship biases.
You can read more about the back test function here:
How to back test your investment strategy - Real world example
This guide shows you just how easy it is to set up your first screen with the Quant Investing stock screener:
Quant Investing Screener Quick Start Guide
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