Current trajectory prediction models are primarily trained in an open-loop manner, which often leads to covariate shift and compounding errors when deployed in real-world, closed-loop settings. In this work, we propose a closed-loop training paradigm for receding-horizon ego prediction and identify two design choices that are critical for it to succeed. First, closed-loop supervision must be on-policy: each predicted mode is rolled out and supervised only from the states its own execution produced, preserving the prediction accuracy that cross-mode supervision would otherwise degrade. Second, gradients must not flow across the executed state transition, as backpropagating through these transitions allows the model to retroactively adjust an earlier prediction so that the resulting state is easier to predict from, mathematically regretting a mistake rather than learning to recover from it. We show empirically that this shortcut couples the learned policy to the specific replanning rate used during training and degrades at other rates, whereas detaching the gradient forces the model to rectify drift instead, allowing it to generalize across replanning rates unseen during training. Evaluated across three benchmarks (nuScenes, DeepScenario, and Argoverse 2) and two architectures, a decoder-only adaptation of LMFormer and an unmodified implementation of QCNet, our approach matches open-loop baselines under single-shot evaluation and improves with higher replanning rates, reducing collisions by up to 35% and off-road rates by up to 67%.

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