Hi, Was there a change in how imported stock factors works? It looks like it now drops rows from more than 1 year ago?

There was a recent update to Stock factors. See; [image] Imported Factor Upgrades (now includes a staleness filter) Latest Release Dear All, We made these main improvements to Imported Factors Ability to set a “Max Days” age that automatically turns your sig…

Thanks Walter. The existing factor I had was auto assigned Max days 365 - which is explains: [image] LTAlpha: It looks like it now drops rows from more than 1 year ago? Why enforce a Max days cut off? Shouldn’t the default be no cut off? and Max days an opt in? The 1600 cut off doesn’t help…

I don't think there's a 1600 cutoff. I should know I wrote some of the code. I'll check. The reason we needed a staleness window is to constrain how much data is loaded. We have some users with millions of rows spanning 20 years that were being loaded unnecessarily for a rebalance.

Yes a 1600 Max Days limit was introduced during testing. [image] LTAlpha: The 1600 cut off doesn’t help with PIT analysis going back more than ~4 years. That's not how it works. It's 1600 from the observation date. For example if you run a screen 5 years ago it will load your factors between…

You have messed up my live models by doing this. I noticed on Sunday, when I reconstitute the models that there was a long list of sales because of “no rank”. Please reverse this ASAP.

What Max Days limit would satisfy your model requirements?

[image] geov: You have messed up my live models by doing this. I noticed on Sunday, when I reconstitute the models that there was a long list of sales because of “no rank”. Please reverse this ASAP. For existing imported factors the engine defaults to loading around 4 years ago (1Y max days +…

My stock factor was used as a universe inclusion tag. So say in 2020, the stock was allowed into the universe. Then it should remain in the universe until explicitly excluded in the future. But with a 1600 day look back from 2026, the stock that was allowed in in 2020 drops off because of NO RANK. …

Not a problem. I did not allow these “no rank” trades because I manually update. If rebalancing was automatic then this would have been a bit more work. Thank you for addressing this so expeditiously and the great platform you provide.

Imported Stock Factors

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WalterW June 17, 2026, 3:04am 2

There was a recent update to Stock factors. See;

Currently Max days cannot be greater than 1600.