# Retrospective > 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 Workspace research code 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. - Skill: `traderalice/retrospective` (Agent Skill) - Install (CLI): `npx skillmds@latest add traderalice/retrospective` - Raw SKILL.md: https://api.skillmd.com/api/skills/traderalice/retrospective/raw - Safety review: pending - Works with: Claude Code, Claude.ai, OpenAI Codex - Category: Research & Search - Author: TraderAlice (https://skillmd.com/u/traderalice) - Updated: 2026-09-21 - Page: https://skillmd.com/skills/traderalice/retrospective --- # 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 ` 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. ```bash 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.