Add TrendReversionVol: deviations from the power-law trend follow a daily
AR(1), so uncertainty levels off, optionally plus trend-parameter
uncertainty with an autocorrelation-adjusted effective sample size.
Two experiments, run under the unchanged verdict rule:
- powerlaw-ou: +21% to +45% vs powerlaw at 2-4 years, but slightly negative
point estimates at 1 month make it inconclusive.
- cycle-on-powerlaw: inconclusive (+18% at 2 years, negative elsewhere).
The holdout (outcomes after 2024-11-26) was scored once, for the four
candidates fixed beforehand. powerlaw is the best long-horizon forecast
(+45% and +58% vs the random walk at 2 and 3 years); nothing beats the
random walk inside a year; cycle fails badly. Results are in the README.
sam
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