  We 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.
