First start saying that in Stages probability mapping there is:

Forecast Types:

Open

Closed Won

Closed Lost

and Forecast Categories:

Pipeline

Closed

Omitted

We have assigned Forecast Category "Closed" to states with Forecast Types "Closed Won" and "Closed Lost", well, because both types are "Closed". The problem is when going to the Forecast module you have these sections:

Target      Achieved     Pipeline

and all stages with Forecast Category "Closed" show up in "Achieved" and "Pipeline" sections which means stages with type "Closed Lost" also.

Stages with type "Closed Lost" must be "Omitted" but it's confusing until support explains that all stages with Forecast Category "Closed" are included in the Forecast and that have to change to "Omitted".

To setup the stages type "Closed Lost" correctly from the beginning, the Forecast Category "Closed" must be changed to "Achieved". Then you will have these Forecast Categories:

Pipeline    Achieved    Omitted

so, it will be crystal clear to use Forecast Category "Achieved" for stages type "Closed Won" and Forecast Category "Omitted" for stages type "Closed Lost" and then all going to the right section in the Forecast.