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Point-in-time data

Data stored as it was known on each historical date, including the wrong first estimates, rather than as it looks after later corrections.

Fundamental databases are usually stored in their corrected form. If a company reported EPS of 1.12 on 3 February and restated to 0.94 in August, a non-PIT database shows 0.94 for the whole period, and your backtest trades February on information that did not exist until August.

The same applies to macro data. US non-farm payrolls are revised for months; GDP for years. A strategy trading the surprise against consensus must use the first print and the consensus as it stood, not today's revised series.

The practical test: ask your vendor whether the database records the date each value became available, not just the date it refers to. If it does not, treat any fundamentals-driven backtest result as an upper bound and expect live results well below it. See also restatement-bias.

Related: restatement-bias, look-ahead-bias, data-vendor, survivorship-bias

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