Retrospective / Time-Machine analysis

Rewind a name to a moment, see it as it was THEN, attribute the move to catalysts, and test whether a tradeable edge actually existed. The whole value is honesty: no lookahead (never use a price the moment didn't yet know) and no stale data (never report yesterday's close as "now").

alice analysis snapshot provides dated market summaries; the alice-analysis skill describes quantitative queries. Choose historical news sources with coverage of the period being studied.

The freshness gate — DO THIS FIRST, every time

Every snapshot/quant result carries a freshness contract: asOf, isLatestActual, staleTradingDays, and a freshnessWarning when the data does not reach the anchor. Before you state any "current" number, check it.

• isLatestActual: false → the close you're holding is STALE. Do not call it the current price. Say "as of , N trading days behind" and, for anything live, pull a realtime broker source.
• A free vendor (yfinance) lags a day or two and a free broker tier (alpaca SIP) may not have today yet. An overnight catalyst can land in exactly that blind spot — the classic trap is reporting a flat green close while the real reaction already happened after the bar you can see.
• snapshot --query <SYM> auto-picks the freshest source (realtime broker > delayed vendor). Prefer it over hand-fetching from a delayed vendor.

Procedure

1. Snapshot the anchor (no lookahead). Reconstruct the moment with asOf — bars never run past it.

   alice analysis snapshot --query XLE --asOf 2026-04-03            # summary
   alice analysis snapshot --query XLE --asOf 2026-04-03 --bars 30  # + dated path
   

   Read the latest print (close, vs-prevClose, day high/low, amplitude — a sleepy vs-prevClose number hides an intraday plunge-and-recover) and levels (sma20/50, rsi14, distance from the period high — the "how far off the top" feel). The snapshot is summary-only by default (the dated path can be large); add --bars N when you actually need the per-day series. windowBars tells you how many are available.

2. Align the catalysts to the price. Build a dated event timeline from relevant sources and compare it with the bars. Distinguish evidence of a catalyst from a coincident headline, and note material gaps in coverage.

3. Test the hypothesis in Workspace research code. If the question needs a hypothetical trade, save the dated inputs and write an inspectable script with the native Coding Agent. Pin the source and evaluation window. State signal timing, executable entry/exit prices, position sizing, fees and slippage explicitly. Do not use a closing-price signal to assume an executable fill at that same close. Exclude pre-entry price extremes from holding-period MFE/MAE. Save the script, inputs and results together so the assumptions can be changed and the calculation reproduced.

4. Map the index to dates when you need the path in a quant script. Most reads are covered by snapshot; when you must compute over the series and want the date axis, add --dates to alice analysis quant (it returns dates[barId] for one interval, or dates["barId@interval"] when the same barId appears at multiple intervals, so you can map each value to its day).

Write it down honestly

A retro is only worth as much as its weakest assumption. State, every time:

• the asOf and that the analysis used no later data,
• the source + freshness of every "current" number,
• what you couldn't see (feeds didn't cover it / cookie-gated / SIP didn't have the latest day) — name the gap rather than paper over it.

The failure mode this skill exists to prevent: a confident call built on a stale or future-leaking price. When in doubt, distrust the data before the market.