This one ended up being pretty straightforward. We just needed to take our previous measure and add the following filter conditions in the PrevDate variable.
If we look at 5/23 - 5/26 below, we can see that this is working as expected. Monday picks up the Friday value, but in this case so does Tuesday, since Monday is a holiday (Memorial Day - I’m assuming US holidays, but if you plug in your holiday table column parameter into the extended date table, it will work regardless of where you are, as long as you set up your holiday table correctly).
I hope this is helpful. Full solution file attached below.
– Brian
https://drive.google.com/file/d/1BzkFs6iYK0CSyLrFCauSxNLybII9T6bw/view?usp=sharing