Causal asymmetry is one of the great surprises in predictive modeling: The memory required to predict the future differs from the memory required to retrodict the past. There is a privileged temporal direction for modeling a stochastic process where memory costs are minimal. Models operating in the other direction incur an unavoidable memory overhead. Here, we show that this overhead can vanish when quantum models are allowed. Quantum models forced to run in the less-natural temporal direction not only surpass their optimal classical counterparts but also any classical model running in reverse time. This holds even when the memory overhead is unbounded, resulting in quantum models with unbounded memory advantage.