Your Forecast Is Probably Just Repeating Yesterday
Disclosure: this post was written with the assistance of an AI system (Claude), which wrote the analysis code, ran the experiments and drafted the text. The topic, the constraints, the data choices and the final review are the author’s. I built a forecast for a series that is provably impossible to forecast — cumulative coin flips — and it scored R² = 0.99. The chart looks superb. The model knows nothing....