In recent years, archaeological research has relied on large datasets, both temporally and geographically, with some archaeologists discussing that there should be a shift towards a more scientific form of conducting archaeological research called “macroarchaeology.” Ironically, and contradictorily, this shift towards large-scale research has involved the use of inductive approaches, which means that archaeological material needs to be converted into universal quantitative values. The inductive approaches used by archaeologists today, as argued by Karl Popper, and other authors in recent years, cannot be considered scientific in the strict sense of the word, since there is always a degree of uncertainty in inductive reasoning. This study suggests that archaeological data can be considered as traces of the past, clues that allow us to reconstruct past phenomena. As Carlo Ginzburg’s evidential paradigm demonstrates, thinking of the past in terms of traces and clues is much more scientific than appears at first. In addition to traces and clues, a second interpretative procedure can be conducted on data. Based on Ginzburg’s conjectural paradigm and discussion on fiction, we can recognize the past as real, while at the same time, conjecture the several ways past agents could have acted otherwise.