Life-long user behavior modeling, i.e., extracting a user's hidden interests from rich historical behaviors in months or even years, plays a central role in modern CTR prediction systems. Conventional algorithms mostly follow two cascading stages: a simple General Search Unit (GSU) for fast and coarse search over tens of thousands of long-term behaviors and an Exact Search Unit (ESU) for effective Target Attention (TA) over the small number of finalists from GSU. Although efficient, existing algorithms mostly suffer from a crucial limitation: the \textit{inconsistent} target-behavior relevance metrics between GSU and ESU. As a result, their GSU usually misses highly relevant behaviors but retrieves ones considered irrelevant by ESU. In such case, the TA in ESU, no matter how attention is allocated, mostly deviates from the real user interests and thus degrades the overall CTR prediction accuracy. To address such inconsistency, we propose \textbf{TWo-stage Interest Network (TWIN)}, where our Consistency-Preserved GSU (CP-GSU) adopts the identical target-behavior relevance metric as the TA in ESU, making the two stages twins. Specifically, to break TA's computational bottleneck and extend it from ESU to GSU, or namely from behavior length $10^2$ to length $10^4-10^5$, we build a novel attention mechanism by behavior feature splitting. For the video inherent features of a behavior, we calculate their linear projection by efficient pre-computing \& caching strategies. And for the user-item cross features, we compress each into a one-dimentional bias term in the attention score calculation to save the computational cost. The consistency between two stages, together with the effective TA-based relevance metric in CP-GSU, contributes to significant performance gain in CTR prediction.

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