src = market_data_source()

# Test both positive (backward) and negative (forward) lags
close_yesterday = src.c[1]
close_tomorrow = src.c[-1]
close_5d_later = src.c[-5]

# Calculate returns using forward lag
forward_return = (close_5d_later - src.c) / src.c

# Calculate returns using backward lag
backward_return = (src.c - close_yesterday) / close_yesterday
