I would explain to him ... calmly, coolly, and patiently ... that the 'evidence' is always there before the theory.
Real scientists do not gaze into their tea leaves, dream up theories that sound cool, and then go out to find evidence that supports the theory. That is not the way that science works, and any individual who operates that way is simply never heard from again.
In real science, everybody keeps his eyes wide open, observing everything that goes on around him, measuring it, photographing it, keeping records of how often it happens, in what situations and under what conditions, and what came before and after it. Eventually, he tries to put together an explanation of what causes the things that he has seen, and how they work. The explanation must fit what he has seen. That explanation is his theory, created to explain what has already been seen.
And if the explanation is any good, it predicts things that have not been seen yet, but he and other scientists can look for them. If they look and do find them, then those findings support the theory. If they look and find things completely opposite to what the theory predicts, then two things could happen: Either the theory is adjusted to account for the new observations, or else the theory is completely rejected.
So, your friend has stated that theories are only possible when not backed by evidence. When he makes that statement, he reveals that he knows not whereof he speaks, for the truth is exactly the opposite: Theories arise out of evidence, and where there is no evidence, there's no need for a theory, and no theory is possible.
