I'm using TD Ameritrade's screener and it can only show up-to-date results for a given screen. I can't, for example, see what a screen would have displayed 10 or 20 days ago. Is there a screener out there that can display results of a current screen at any given date in recent history?
I was also looking for something like that. None out there except if you write your own backtesting code. I think stockfinder by Worden can do that but only for US stocks.
TradeIdeas has historical mode and can take you back up to 3 weeks. I wrote a custom C# application using their ActiveX API that can dump those result in DB (I use mysql but it could be any database). Real-time alert is simpler but historical is also possible using a special "AutoHotkey" script. PM me if you need the code it.
What are you trying to screen for: technical or fundamental data? If technical I recommend stockfetcher Just as a crude example did a quick scan for stocks sorted by descending range between 20-50$ with avg vol(x) > x on Monday Jan 22, 2007, top 3 largest ranged stocks returned were: SIGM, CCJ, ALD. Plus 433 others meeting said parameters. almost any technical aspect can be coded and some basic fundamental ones. Tradestations scanner might also be able to search by date or days ago. Never tried it. E-signal? Im sure a few others on retail level.
I'm pretty sure that VectorVest can do that, from what I remember anyway, it's been a few years. I think they offer a 5 week trial for around $25.
That Odds Maker is interesting. From what I've learned it can predict the amount of wins:losses and the final $ or % gained after that period. If it seems too good to be true, it probably is. If the software says that a profit is certain, then why doesn't everyone use it and make millions?