The premise is simple: I've written some code, I've made it public. I have not originally attached any license messaging to the code.
If I were to apply a license (any license) right this moment, would it have a retroactive effect? Would it cover all of the code that I've written before any license has been applied?
Copyright law applies if you havn't specified otherwise (as in a license), so no one is really allowed to do anything with your current work unless you allow them to, such as attaching a license to it.
It would not have retroactive effect. If someone downloaded the code with the information it is public, than he still have right to use it with the same license.
However if you did not stated the license explicitly (i.e. you did not said it is public) then in fact all rights are reserved for you.
You have copyright of the code you wrote, if you did not attach a license to that code then you did not grant any explicit rights to anybody else to use it. Somebody might argue there were implied rights but would be on poor ground, given copyright law, to use it further, e.g. commercially. If you uploaded the code to website (like source forge) with an explicit license the code will be covered by that. It doesn't prevent you attaching another licence for later versions, or the same version with different licensees.