But rolling backwards from 02/29/2020 with eom gives me the follwoing unadjusted dates: 02/29/2020, 01/31/2020, ..., 02/28/2019, 01/31/2019 01/31/2019 is a good busday so it's not affected by any date adjustment. Therefore, I still think that you are left with a 1d period from 01/30/2019 to 01/31/20...