The Echo Forecast

The Echo Forecast brings analog forecasting to the chart: it searches past data for the window whose values best correlate with (or, in dissimilar mode, least correlate with) the latest ones, then replays that matched window's own bar-to-bar changes forward from the latest bar. Similarity is scored with correlation coefficients, a choice well suited to periodic series, and every ingredient of the forecast is drawn on the chart so nothing about it is a black box.

How to Trade The Echo Forecast?

• Orange segment: the benchmark window of recent price action the search tries to match.
• Green segment: the best-matching (or most dissimilar) historical window, located inside the gray search zone.
• Forecast: the projection built by replaying the matched window's own changes from the latest bar, extended over the forecast horizon.
• Detrend first: the method rewards detrended, periodic inputs, such as smooth or momentum oscillators, over raw trending price.

Beyond prediction, the drawing itself is useful: it highlights which stretch of history most resembles the present, a quick way to study how comparable conditions previously resolved.

The Echo Forecast Settings

• Evaluation Window: the window used to hunt for similar or dissimilar history; the total evaluation span combines the Forecast Window and Evaluation Window.
• Forecast Window: the forecast's time horizon.
• Forecast Mode: match toward similarity or dissimilarity.
• Forecast Construction: 'Cumulative' stacks the matched changes onto the latest price, 'Mean' blends them with the benchmark window's average, and 'Linreg' combines them with a linearly extrapolated regression fit.
• Source: the series being forecast.

Frequently Asked Questions

Why does it work better on detrended data?

What is the point of the dissimilar mode?

How do I access The Echo Forecast?