All the performance tracking we show, as well as the screen qualification histories, is actual / real-time based on our own portfolios which are held for three months and then rebalanced. It is not back-tested as we didn't want to use results we didn't believe in. At present, the dates of inception for the Guru Screens are:
This is something that we are working hard on. However, backtesting is a double edged sword. There are some complex issues to grapple with in it, not least survivorship bias and look-ahead bias, which can make it unreliable.
Many of the systems commercially available to investors are based on databases that fail to accurately deal with these issues. As such, they are potentially more harmful than helpful. There are many, many examples of investors who have convinced themselves of the merits of a strategy though backtesting, only to come horribly unstuck when they try to apply that strategy in reality. The availability of so called 'Point in Time' databases is prohibitively expensive and generally only available to hedge funds and professional investors at subscription levels of hundreds of thousands of dollars annually.
In the meantime, there is an excellent American web-site called AAII that is worth referring to - it has been tracking a range of Guru strategies live since about 2002 (the first few years of results were apparently back-tested). Their approach/rules tend to be different but it's indicative, albeit for the US market, not UK stocks.
It's also well worth referring to the Source and Learn tabs under each strategy, where we have catalogued the research in support of each strategy.