trend-projection

name	trend-projection
description	Code patterns for fitting a linear trend and projecting calibrated forecasts. Always load alongside fetch-yfinance and vol-regime — references/examples.md includes a Full Pipeline Example showing the complete self-contained script from yfinance data fetch through vol regime to final interval output.

Linear trend projection

What this skill provides

references/examples.md — Working code patterns for:

• Pattern 1: Fit a linear trend on the most recent trend_window daily rows and project to horizons 5, 10, and 21 business days
• Pattern 2: Calibrate 80% prediction interval widths from residual standard error
• Pattern 3: Plausibility guard — clip projections to a multiple of the 52-week range

Typical usage

1. Load fetch-yfinance → fetch price history
2. Load vol-regime → classify regime, detect anomaly, determine trend_window
3. Load trend-projection → fit trend on the trend_window rows, project, calibrate intervals
4. Write one complete code block combining all three

Key formula

80% CI half-width at horizon h business days:

half_width = 1.28 * residual_std * sqrt(h / 5)

where residual_std is the standard deviation of in-sample residuals on the trend window. This produces approximately correct coverage for a normally distributed trend residual and scales with horizon.

Interval calibration note

Statistical intervals are often too narrow in elevated or extreme vol regimes. Per the wti-strategy skill: widen 80% CI by ~10–15% when regime is elevated or extreme. Apply this after computing the base half-width.