2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/208835We document a mechanism operating in complex adaptive systems leading to dynamical pockets of predictability (``prediction days''), in which agents collectively take predetermined courses of action, transiently decoupled from past history. We demonstrate and test it out-of-sample on synthetic minority and majority games as well as on real financial time series. The surprising large frequency of these prediction days implies a collective organization of agents and of their strategies which condense into transitional herding regimes.5 pages, 3 figures, error correctedStatistical MechanicsTrading and Market Microstructuretext