Splitting off from https://github.com/pandas-dev/pandas/issues/5440#issuecomment-1449607728

If someone types .resample('1M', closed='left'), then the bins will be something like - 2000-02-29: [2000-02-29, 2000-03-31) - 2000-03-31: [2000-03-31, 2000-04-30)

Do people actually have this use case - of starting their groups on the last day of the month?

Perhaps this should warn or error, and point users towards what they almost certainly meant to write, which is

.resample('1MS', closed='left')

Related: here it's suggested to even rename 'M' to 'ME'

Comment From: MarcoGorelli

looks like we're moving towards renaming 'M' to 'ME', so closing in favour of that