# Walk-forward forecast results

Errors are percentage points of subsequent CAGR; lower is better. All models within a horizon use the same OOS origins.

| Asset / years | Model | N weekly / full horizon blocks | MAE | RMSE | OOS R² vs prior |
|---|---|---:|---:|---:|---:|
| BTC / 1 | constant | 385 / 7 | 98.9 | 158.0 | 0.00 |
| BTC / 1 | historicalMean | 385 / 7 | 189.3 | 218.8 | -0.92 |
| BTC / 1 | slope_slope13 | 385 / 7 | 242.4 | 356.7 | -4.10 |
| BTC / 1 | combined_slope13 | 385 / 7 | 245.7 | 347.6 | -3.84 |
| BTC / 1 | slope_slope26 | 385 / 7 | 344.2 | 968.5 | -36.56 |
| BTC / 1 | combined_slope26 | 385 / 7 | 404.1 | 1344.9 | -71.43 |
| BTC / 1 | slope_slope52 | 385 / 7 | 285.5 | 504.9 | -9.21 |
| BTC / 1 | combined_slope52 | 385 / 7 | 286.1 | 430.1 | -6.41 |
| BTC / 1 | slope_regression52 | 385 / 7 | 402.1 | 1072.9 | -45.09 |
| BTC / 1 | combined_regression52 | 385 / 7 | 352.1 | 787.1 | -23.81 |
| BTC / 1 | extension | 385 / 7 | 225.5 | 261.3 | -1.73 |
| BTC / 1 | blend50 | 385 / 7 | 157.9 | 233.6 | -1.18 |
| BTC / 1 | terminalSlope | 385 / 7 | 112.2 | 155.8 | 0.03 |
| BTC / 1 | terminalPrior | 385 / 7 | 82.3 | 141.9 | 0.19 |
| BTC / 3 | constant | 177 / 1 | 21.8 | 27.7 | 0.00 |
| BTC / 3 | historicalMean | 177 / 1 | 72.5 | 77.4 | -6.83 |
| BTC / 3 | slope_slope13 | 177 / 1 | 81.6 | 85.3 | -8.51 |
| BTC / 3 | combined_slope13 | 177 / 1 | 87.2 | 89.6 | -9.48 |
| BTC / 3 | slope_slope26 | 177 / 1 | 81.5 | 84.9 | -8.41 |
| BTC / 3 | combined_slope26 | 177 / 1 | 86.4 | 88.8 | -9.30 |
| BTC / 3 | slope_slope52 | 177 / 1 | 78.2 | 81.7 | -7.71 |
| BTC / 3 | combined_slope52 | 177 / 1 | 84.7 | 87.2 | -8.94 |
| BTC / 3 | slope_regression52 | 177 / 1 | 77.9 | 81.8 | -7.74 |
| BTC / 3 | combined_regression52 | 177 / 1 | 84.7 | 87.3 | -8.95 |
| BTC / 3 | extension | 177 / 1 | 87.3 | 88.7 | -9.28 |
| BTC / 3 | blend50 | 177 / 1 | 34.1 | 35.5 | -0.64 |
| BTC / 3 | terminalSlope | 177 / 1 | 38.4 | 50.0 | -2.27 |
| BTC / 3 | terminalPrior | 177 / 1 | 12.4 | 13.7 | 0.76 |
| BTC / 5 | Insufficient matured training + test history | 0 | — | — | — |
| Gold / 1 | constant | 2416 / 45 | 15.0 | 19.9 | 0.00 |
| Gold / 1 | historicalMean | 2416 / 45 | 18.7 | 25.6 | -0.65 |
| Gold / 1 | slope_slope13 | 2416 / 45 | 22.9 | 35.2 | -2.12 |
| Gold / 1 | combined_slope13 | 2416 / 45 | 23.5 | 40.6 | -3.16 |
| Gold / 1 | slope_slope26 | 2416 / 45 | 22.9 | 33.8 | -1.88 |
| Gold / 1 | combined_slope26 | 2416 / 45 | 25.1 | 50.0 | -5.31 |
| Gold / 1 | slope_slope52 | 2416 / 45 | 22.8 | 32.8 | -1.71 |
| Gold / 1 | combined_slope52 | 2416 / 45 | 24.6 | 43.4 | -3.74 |
| Gold / 1 | slope_regression52 | 2416 / 45 | 23.1 | 33.9 | -1.90 |
| Gold / 1 | combined_regression52 | 2416 / 45 | 25.2 | 48.4 | -4.90 |
| Gold / 1 | extension | 2416 / 45 | 21.1 | 36.8 | -2.41 |
| Gold / 1 | blend50 | 2416 / 45 | 18.6 | 28.4 | -1.03 |
| Gold / 1 | terminalSlope | 2416 / 45 | 24.4 | 31.4 | -1.48 |
| Gold / 1 | terminalPrior | 2416 / 45 | 26.5 | 33.2 | -1.78 |
| Gold / 3 | constant | 2208 / 14 | 9.6 | 11.3 | 0.00 |
| Gold / 3 | historicalMean | 2208 / 14 | 13.0 | 16.6 | -1.16 |
| Gold / 3 | slope_slope13 | 2208 / 14 | 16.4 | 21.0 | -2.48 |
| Gold / 3 | combined_slope13 | 2208 / 14 | 17.2 | 22.9 | -3.15 |
| Gold / 3 | slope_slope26 | 2208 / 14 | 16.5 | 21.1 | -2.50 |
| Gold / 3 | combined_slope26 | 2208 / 14 | 17.0 | 22.6 | -3.02 |
| Gold / 3 | slope_slope52 | 2208 / 14 | 16.6 | 21.1 | -2.52 |
| Gold / 3 | combined_slope52 | 2208 / 14 | 17.4 | 23.2 | -3.24 |
| Gold / 3 | slope_regression52 | 2208 / 14 | 16.4 | 20.9 | -2.44 |
| Gold / 3 | combined_regression52 | 2208 / 14 | 17.3 | 23.2 | -3.24 |
| Gold / 3 | extension | 2208 / 14 | 16.3 | 21.9 | -2.79 |
| Gold / 3 | blend50 | 2208 / 14 | 13.2 | 15.8 | -0.98 |
| Gold / 3 | terminalSlope | 2208 / 14 | 12.7 | 15.4 | -0.88 |
| Gold / 3 | terminalPrior | 2208 / 14 | 12.8 | 14.8 | -0.72 |
| Gold / 5 | constant | 2000 / 7 | 7.9 | 9.1 | 0.00 |
| Gold / 5 | historicalMean | 2000 / 7 | 9.3 | 11.0 | -0.45 |
| Gold / 5 | slope_slope13 | 2000 / 7 | 11.1 | 13.2 | -1.09 |
| Gold / 5 | combined_slope13 | 2000 / 7 | 11.7 | 14.2 | -1.43 |
| Gold / 5 | slope_slope26 | 2000 / 7 | 11.0 | 13.2 | -1.10 |
| Gold / 5 | combined_slope26 | 2000 / 7 | 11.8 | 14.3 | -1.47 |
| Gold / 5 | slope_slope52 | 2000 / 7 | 10.9 | 13.1 | -1.06 |
| Gold / 5 | combined_slope52 | 2000 / 7 | 11.9 | 14.3 | -1.46 |
| Gold / 5 | slope_regression52 | 2000 / 7 | 10.8 | 13.0 | -1.02 |
| Gold / 5 | combined_regression52 | 2000 / 7 | 11.8 | 14.3 | -1.45 |
| Gold / 5 | extension | 2000 / 7 | 11.4 | 13.7 | -1.26 |
| Gold / 5 | blend50 | 2000 / 7 | 9.8 | 11.3 | -0.54 |
| Gold / 5 | terminalSlope | 2000 / 7 | 10.3 | 11.9 | -0.72 |
| Gold / 5 | terminalPrior | 2000 / 7 | 9.5 | 10.9 | -0.43 |
| Gold / 10 | constant | 1478 / 2 | 5.7 | 6.7 | 0.00 |
| Gold / 10 | historicalMean | 1478 / 2 | 7.3 | 9.0 | -0.85 |
| Gold / 10 | slope_slope13 | 1478 / 2 | 8.0 | 9.6 | -1.09 |
| Gold / 10 | combined_slope13 | 1478 / 2 | 8.3 | 10.0 | -1.26 |
| Gold / 10 | slope_slope26 | 1478 / 2 | 8.0 | 9.6 | -1.09 |
| Gold / 10 | combined_slope26 | 1478 / 2 | 8.4 | 10.1 | -1.30 |
| Gold / 10 | slope_slope52 | 1478 / 2 | 8.0 | 9.6 | -1.06 |
| Gold / 10 | combined_slope52 | 1478 / 2 | 8.5 | 10.3 | -1.39 |
| Gold / 10 | slope_regression52 | 1478 / 2 | 7.9 | 9.5 | -1.04 |
| Gold / 10 | combined_regression52 | 1478 / 2 | 8.5 | 10.3 | -1.37 |
| Gold / 10 | extension | 1478 / 2 | 8.0 | 9.9 | -1.20 |
| Gold / 10 | blend50 | 1478 / 2 | 6.6 | 8.2 | -0.52 |
| Gold / 10 | terminalSlope | 1478 / 2 | 10.3 | 12.7 | -2.64 |
| Gold / 10 | terminalPrior | 1478 / 2 | 5.7 | 6.9 | -0.06 |