Round-Trip Consistency: Bidirectional Diffusion Models Can Predict Their Own Rollout Errors

Autoregressive models accumulate error over long rollouts, yet at deployment there is no ground truth to measure it against. We train a single conditional latent diffusion model that steps a dynamical system forward or backward in time via a direction flag, and show that this bidirectionality supplies a measurement-free test-time error signal: rolling forward $i$ steps and then backward $i$ steps must return the model to its start, so the round-trip discrepancy $\mathcal{C}_i$ is a self-supervised proxy for the unobservable rollout error: no ensembles, no held-out data, no governing equations, for one extra rollout. We validate on compressible magnetohydrodynamics (MHD), an astrophysical turbulent radiative mixing layer, and natural face videos (CelebV-HQ). On held-out MHD trajectories, $\mathcal{C}_i$ ranks rollout error (Spearman $0.91$-$0.98$ at fixed depth; $0.69 \pm 0.16$ within trajectories), and a simple calibrator fit on training rollouts predicts its magnitude to within $1.14\times$ ($68\%$) and $1.29\times$ ($95\%$) with near-nominal coverage - one nat beyond a depth-only predictor, transferring to all six decoded physical fields. The same signal flags the out-of-distribution Orszag-Tang vortex (AUROC $0.98$; $1.0$ by depth $10$) exactly where sampling-dispersion baselines invert, and it cuts incurred error by $15\%$ at $80\%$ coverage - three times the depth-only baseline. Bidirectional training comes at negative cost, beating direction specialists in both directions, and the backward direction doubles as a fast inverse solver. On LE-PDE-UQ's turbulent Navier-Stokes benchmark, a single bidirectional model reaches accuracy within $1.3\times$ of their ten-model ensemble at a tenth of the training cost, with the best training-free pixel-level calibration. Round-trip consistency turns reversibility into a practical trust signal for generative models.