Unilever - #185
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FRED carries no palm kernel oil series, so this targets palm oil (PPOILUSDM, IMF monthly, USD/tonne, 414 observations). See DATA.md for the full survey and the open decision on the commodity. FREDAdapter approximates released_at = timestamp, which would expose a monthly price up to 42 days before it was published — a leak at every origin in a monthly backtest. data.py fetches each observation's true first-publication date from FRED's real-time archive (output_type=4) and registers the corrected frame, so CutoffEnforcer withholds each price until FRED actually released it. - scripts/explore_fred_oils.py: FRED catalogue survey + publication-lag measurement, excluding archive backfills that would distort the lag - implementations/pko/data.py: build_palm_oil_service() with honest released_at; verified June 2026 first appears at a 2026-07-13 cutoff - implementations/pko/plots.py: five interactive Plotly charts on the validated categorical palette, with direct labels where contrast needs relief - implementations/pko/01_pko_data_exploration.ipynb: executed tour of the series, the 7 candidate cutoffs, and the information gap - implementations/pko/DATA.md: shareable survey write-up Two publication blackouts matter for cutoff choice: Dec 2021–Aug 2022 (covering the Indonesian export ban) and Jul 2025–Jan 2026. All 7 candidate cutoffs sit at a 2-month information gap so they stay comparable.
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FRED's monthly palm oil price is published ~2 months late and stopped entirely for six months twice, which caps the newest usable forecast origin at 2025-08 and rules out weekly news alignment. The daily CME Crude Palm Oil settlement price (Yahoo CPO=F) has no publication lag — timestamp is the release date — so it reaches 2026 origins and supports weekly GDELT matching. Registers two series off one fetch: palm_oil_futures_daily (3,916 rows, 2010-05 onward) and palm_oil_futures_weekly (814 Friday closes). The weekly grid is complete since 2017 — 500 of 500 expected Fridays — so weekly forecast dates resolve under the harness's exact-timestamp match. The FRED service and its release-date handling are unchanged, and remain useful as a monthly cross-check. KNOWN ISSUE — not yet fixed. CPO=F carries a monthly contract-roll artifact: 19 of the 20 largest daily moves since 2017 fall on the first trading day of a month, averaging 3.57% against 0.68% on other days (5.2x). Cross-checking against FRED confirms these are partly synthetic — April 2022 shows -12.78% in CPO=F but only -2.40% month-over-month in FRED. The effect is specific to this contract, not to Yahoo's futures handling generally (CL=F measures 1.0x with no clustering). A 4-week forecast window spans one roll, so returns and volatility are contaminated and a baseline is penalised for missing non-economic jumps. Resolve before selecting cutoffs — either roll-adjust the series, use monthly averages of the daily data, or confirm the intended MPOB source. Caveats are documented inline above the new section.
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