Regression-type models and traditional ML methods are often criticized for their backward-looking properties and inefficient use of the available data (because they need to hold out the most recent period of transaction histories to construct the dependent variable; cf. Fader & Hardie (2009)). This limitation implies the inability to make projections into the distant future, but despite the ‘‘one time step ahead” property of its predictions we show, by means of a calibration length sensitivity study, that the proposed approach can leverage the complete transaction histories and deliver excellent long-term forecasts for individual customers.