diff --git a/libs/export/snapshot_export.py b/libs/export/snapshot_export.py
index 483624f..31366f5 100644
--- a/libs/export/snapshot_export.py
+++ b/libs/export/snapshot_export.py
@@ -15,7 +15,11 @@ from sqlalchemy import select
 from sqlalchemy.ext.asyncio import AsyncSession
 
 from libs.common.logging import get_logger
-from libs.common.time_utils import filing_time_bucket as classify_time_bucket, utc_now
+from libs.common.time_utils import (
+    filing_time_bucket as classify_time_bucket,
+    trading_days_between,
+    utc_now,
+)
 
 logger = get_logger(__name__)
 
@@ -111,8 +115,14 @@ def _rows_to_table(rows: list[dict[str, Any]]) -> pa.Table:
     """Convert list of dicts to a PyArrow Table."""
     if not rows:
         return pa.table({})
-    # Collect all keys
-    keys = list(rows[0].keys())
+    # Collect ALL keys from ALL rows (not just the first)
+    keys: list[str] = []
+    seen: set[str] = set()
+    for row in rows:
+        for k in row:
+            if k not in seen:
+                keys.append(k)
+                seen.add(k)
     arrays: dict[str, list[Any]] = {k: [] for k in keys}
     for row in rows:
         for k in keys:
@@ -281,21 +291,51 @@ async def _enrich_macro_features(rows: list[dict[str, Any]]) -> None:
 
 
 def _enrich_prior_event_drift(rows: list[dict[str, Any]]) -> None:
-    """Add prior_event_fwd5d: the same ticker's most recent prior event's fwd_return_5d.
+    """Add a PIT-safe prior_event_fwd5d from the same ticker's most recent prior event.
 
-    This is a non-leaking cross-event momentum feature. By the time the current
-    event occurs, the prior event's 5-day return is fully realized.
-    Sorted by (ticker, event_date) and looks back one event per ticker.
+    The feature is only populated when the prior event's 5-trading-day forward
+    window is fully realized strictly before the current event date. If the most
+    recent prior event has not fully realized yet, the current row gets null.
     """
-    sorted_rows = sorted(rows, key=lambda r: (r.get("ticker", ""), r.get("event_date", "")))
-    prev_by_ticker: dict[str, float | None] = {}
+    sorted_rows = sorted(
+        rows,
+        key=lambda r: (
+            str(r.get("ticker", "")),
+            str(r.get("event_date", "")),
+            str(r.get("entry_date", "")),
+        ),
+    )
+    prev_by_ticker: dict[str, tuple[float | None, dt.date | None]] = {}
+    realized_on_cache: dict[dt.date, dt.date | None] = {}
+
+    def _fwd5_realized_on(entry_date: dt.date | None) -> dt.date | None:
+        if entry_date is None:
+            return None
+        cached = realized_on_cache.get(entry_date)
+        if cached is not None or entry_date in realized_on_cache:
+            return cached
+        trading_days = trading_days_between(entry_date, entry_date + dt.timedelta(days=14))
+        realized_on = trading_days[5] if len(trading_days) > 5 else None
+        realized_on_cache[entry_date] = realized_on
+        return realized_on
 
     for row in sorted_rows:
-        ticker = row.get("ticker", "")
-        row["prior_event_fwd5d"] = prev_by_ticker.get(ticker)
+        ticker = str(row.get("ticker", ""))
+        current_event_date = _parse_iso_date(row.get("event_date"))
+        prior_value: float | None = None
+        prior = prev_by_ticker.get(ticker)
+        if prior is not None and current_event_date is not None:
+            candidate_value, realized_on = prior
+            if realized_on is not None and current_event_date > realized_on:
+                prior_value = candidate_value
+        row["prior_event_fwd5d"] = prior_value
+
         fwd5 = row.get("fwd_return_5d")
-        if fwd5 is not None:
-            prev_by_ticker[ticker] = fwd5
+        entry_date = _parse_iso_date(row.get("entry_date"))
+        prev_by_ticker[ticker] = (
+            float(fwd5) if fwd5 is not None else None,
+            _fwd5_realized_on(entry_date),
+        )
 
 
 async def _backfill_market_fields(rows: list[dict[str, Any]]) -> None: