retrospective

name

retrospective

description

Subjective retrospective / time-machine analysis: rewind a name to a past point, reconstruct what it looked like THEN (no future knowledge), align the news catalysts to the price path, and pressure-test "if I'd entered there, would it have worked?". Use when the question is about a past moment or a hypothetical entry: "rewind XLE to early April", "what did NVDA look like before earnings", "if we'd bought energy after the Iran headline, easy money?", "replay the SMH spike — policy or earnings?", "was there an entry signal at the time", "would an 8% trailing stop have saved me", "event study on the Hormuz escalation". It strings together the as-of snapshot, the date-windowed news, and the backtest into one honest replay — and it is ruthless about data freshness, because a retro built on a stale or future-leaking price is worse than no retro.

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").

The tools (run them — don't answer from memory): alice analysis snapshot, alice analysis simulate, alice rss window, alice rss grep / read. (See the alice, alice-analysis skills for the quant scripting language.)

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. Pull the news IN the window, oldest-first, and lay the timestamps against the bars.

   alice rss window --from 2026-04-01 --to 2026-04-10 --pattern "Iran|oil|OPEC"
   

   Each hit has an ISO time — put it next to the bar it moved. This is how you answer "was the spike policy or earnings". Coverage is the user's SUBSCRIBED feeds only: an empty window means "not in the feeds", NOT "nothing happened" — say so, and don't pretend you saw everything. (Cookie-gated sources — Barchart options flow, Reddit sentiment — are unreachable from a headless run; if the call needs them, flag the gap rather than imply full coverage.)

3. Test the entry (backtest the hypothesis). "If I'd bought at the anchor, would a stop/exit have worked?"

   alice analysis simulate --query XLE --entryDate 2026-04-03 \
     --exitRule trailing_stop --exitPct 8
   # also try: --exitRule ma_break --exitPeriod 50   (trend exit)
   #           --exitRule hold                        (just measure to now)
   

   Read entry/exit (date·price·reason), returnPct, and MFE/MAE (the best and worst it went while you held — the round trip a single end-number hides). open: true means it never triggered the exit; the return is mark-to-market, not realized. Compare a couple of exit rules — the interesting finding is usually "the move was real but giving it back to a loose stop ate most of it", or vice-versa.

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] so you can map a dumped value back 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.