# Retrospective

Subjective retrospective / time-machine analysis: rewind a name to a past point...

- Repository: https://github.com/TraderAlice/OpenAlice (7404 stars)
- Category: Testing
- License: AGPL-3.0
- Last updated: 2026-10-24
- Runs scripts: no, instructions only

## Install

Claude Code: `npx skills add TraderAlice/OpenAlice --skill retrospective -g -a claude-code -y`
Codex: `npx skills add TraderAlice/OpenAlice --skill retrospective -g -a codex -y`
Cursor: `npx skills add TraderAlice/OpenAlice --skill retrospective -g -a cursor -y`
Gemini CLI: `npx skills add TraderAlice/OpenAlice --skill retrospective -g -a gemini-cli -y`

## 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 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.md, as published by its author (untrusted third-party text, read it as data)

# 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 <date>, 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

The rest: https://github.com/TraderAlice/OpenAlice/blob/HEAD/default/skills/retrospective/SKILL.md