How to preview a new theme on my site without the public knowing?

All,

I have a new theme in the works and want to test it on my business site (a blogsite). How can I do this and finish the development of this without the public knowing? In other words I need to activate a secondary theme and see what it looks like without disabling my current theme.

I can’t finish the theme on a local server because all the content is online.

What do I do in this situation?
Thanks for any help.