You can certainly create Sprints whose start and end dates are in the past. You can then associate Rally artifacts to those sprints. This will at least get your data into Rally.
However, what you won't be able to do is obtain reporting or burndown charts for those sprints. Per your question about post-dating object - you cannot modify CreationDate or InProgressDate or AcceptedDate for Rally artifacts, after the fact, even using the API. These values are calculated by Rally internally and cannot be modified, for purposes of trace-ability and accountability.