Point-in-Time Stock Screener on Wizzer: Test Strategies on the Real Historical Universe
Backtesting is only useful when the data reflects what was actually available at that time.
Many strategy builders face the same problem: they want to test ideas using the real market universe that existed on a specific historical date, not today’s cleaned-up or updated list.
That is why Wizzer built the Point-in-Time Stock Screener.
It helps traders and strategy builders screen stocks based on the data that existed at a specific point in the past, so strategy research becomes more realistic, auditable, and reliable.
The Common Problem With Historical Backtesting
Different traders may face different backtesting challenges, but many of those challenges come from the same root issue: historical data needs to reflect what was actually available at that time.
For example, a trader testing a dual momentum strategy may need the real Nifty 50 components for each date in the backtest.
Another trader may want to know which financial services stocks were liquid historically.
Someone building a market-cap-based strategy may need the true market cap of each stock on each backtest date.
An intraday strategy may require the exact close price, volume, and liquidity data available at a specific time on a specific day.
A sector or factor model may need sector components and fundamental data exactly as they existed back then.
Different strategies. Different requirements. Same need: point-in-time data.
Why Point-in-Time Data Matters
When you use today’s stock list, today’s index components, or updated fundamentals to test a strategy in the past, the backtest can become less realistic.
That is because you may be using information that was not actually available on the historical date being tested.
A true backtest should answer one important question:
What would the strategy have seen and selected on that exact day?
Wizzer’s Point-in-Time Stock Screener is designed to answer that question.
Screen Stocks as They Existed Back Then
With Wizzer, you can enter your screening criteria and select the exact date you want to test.
You can screen using conditions such as:
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Market cap
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Fundamentals
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Price action
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Liquidity
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Index or sector membership
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Historical stock universe
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Exact date-based filters
With one click, Wizzer pulls up the stocks that matched your condition on that historical date.
Not today’s list.
Not adjusted data.
Not a cleaned-up version of the past.
You get the real universe that existed at that point in time.
Build Historical Watchlists in Seconds
Once Wizzer shows the stocks that matched your point-in-time criteria, you can turn those results into a watchlist in seconds.
This makes it easier to move from research to testing without manually rebuilding historical universes or searching through scattered data.
Your screened results become a structured research set that you can use for deeper analysis.
Convert Watchlists Into Tradable Baskets
Wizzer also allows you to convert your point-in-time watchlist into a fully tradable basket.
That means your historical screening results can move directly into testing or execution workflows.
This helps strategy builders go from:
historical screen → watchlist → tradable basket → strategy testing
inside one connected system.
Why This Matters for Strategy Builders
Point-in-time screening makes backtesting more realistic.
It helps you test strategies using the actual data, universe, and conditions that existed during the backtest period.
This is especially useful for strategies that depend on:
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Index constituents
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Sector classification
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Liquidity filters
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Market cap filters
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Fundamental data
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Intraday data availability
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Historical universe selection
With Wizzer, you can reduce manual reconstruction and focus more on testing the strategy logic itself.
Test Your Strategy on True Historical Data
If you want to test your strategy using the real universe that existed on a specific historical date, Wizzer’s Point-in-Time Stock Screener gives you the clarity to do it.
Screen historical stocks.
Create watchlists.
Build tradable baskets.
Test strategies on true point-in-time data.
Sign up on Wizzer today and start testing your strategies with real historical context.
For queries or support, contact us on WhatsApp: +91 8928065586