If you’ve read here and there around the blog, you know I sometimes used the word “bifurcation” to indicate double exit situations, but I’ve never been able to show them, before.
Now I’m building a new tool and the results are plenty of surprises. One is the following chart:
Next day bar is forecasted quite correctly, but the second day ahead shows an evident divergence.
Its another confirmation that bifurcations exist and are part of the data, are encapsulated into the model matrix.