Rolling projection calibration

Find the projection setup whose median is closest to actual outcomes.

Replay completed anchors and rank horizon × sample-size settings by projection error.

Snapshot 2026-10-27

Calibrated as-of 2026-10-27

Window 2026-08-28 → 2026-10-22

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年10月28日上午7:44 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

Calibration results snapshot · Window: 2026-08-28 → 2026-10-22 · anchors: 120 · latest snapshot: 2026-10-27 · computed at: 2026年10月28日上午7:44 HKT

Median abs error2.66%

Mean abs error3.22%

Bias+1.03%

Inside P25/P7541.7%

Calibration setting comparison

Same idea as score-vs-outcome analysis: compare each parameter setting by observed actual-minus-median error over rolling completed anchors. Lower median abs error and lower bias win.

Setting Median abs Bias P25/P75 hit n Read

Setting 3D · n=40

Median abs 2.66%

Bias +1.03%

P25/P75 hit 41.7%

n 120

Rank Best setting

Setting 3D · n=80

Median abs 2.71%

Bias +1.15%

P25/P75 hit 43.3%

n 120

Rank #2 Candidate

Setting 3D · n=500

Median abs 2.75%

Bias +1.09%

P25/P75 hit 42.5%

n 120

Rank #3 Candidate

Setting 3D · n=160

Median abs 2.76%

Bias +1.15%

P25/P75 hit 43.3%

n 120

Rank #4 Candidate

Setting 3D · n=320

Median abs 2.78%

Bias +1.12%

P25/P75 hit 42.5%

n 120

Rank #5 Candidate

Setting 3D · n=120

Median abs 2.79%

Bias +1.17%

P25/P75 hit 43.3%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.83%

Bias +1.14%

P25/P75 hit 41.7%

n 120

Rank #7 Candidate

Setting 5D · n=40

Median abs 3.38%

Bias +0.89%

P25/P75 hit 36.5%

n 115

Rank #8 Candidate

Setting 5D · n=160

Median abs 3.37%

Bias +1.14%

P25/P75 hit 40.9%

n 115

Rank #9 Candidate

Setting 5D · n=500

Median abs 3.51%

Bias +1.06%

P25/P75 hit 40.9%

n 115

Rank #10 Candidate

Setting 5D · n=80

Median abs 3.42%

Bias +1.05%

P25/P75 hit 40.9%

n 115

Rank #11 Candidate

Setting 5D · n=320

Median abs 3.53%

Bias +1.14%

P25/P75 hit 41.7%

n 115

Rank #12 Candidate

Best setting 3D · n=40: median projection vs actual return

X = Median projection return. Y = actual return. Solid line = linear trend. Orange line = bucket average. Checked: 120 · Pending: 0 · Avg: +0.30%

Best setting 3D · n=40: median projection vs forecast error

X = Median projection return. Y = actual - median. Solid line = linear trend. Orange line = bucket average. Checked: 120 · Pending: 0 · Avg: +1.03%

Calibration ranking

Ranked by a composite Calibration score: lower median/mean absolute error, lower bias, enough anchors, and better IQR coverage.

Rank	Horizon	n	Median abs	Mean abs	Bias	Inside P25/P75	Anchors	Calibration score
#1	3D	40	2.66%	3.22%	+1.03%	41.7%	120	2.507
#2	3D	80	2.71%	3.29%	+1.15%	43.3%	120	2.571
#3	3D	500	2.75%	3.26%	+1.09%	42.5%	120	2.573
#4	3D	160	2.76%	3.3%	+1.15%	43.3%	120	2.599
#5	3D	320	2.78%	3.28%	+1.12%	42.5%	120	2.6
#6	3D	120	2.79%	3.28%	+1.17%	43.3%	120	2.61
#7	3D	240	2.83%	3.31%	+1.14%	41.7%	120	2.64
#8	5D	40	3.38%	4.6%	+0.89%	36.5%	115	3.342
#9	5D	160	3.37%	4.55%	+1.14%	40.9%	115	3.346
#10	5D	500	3.51%	4.4%	+1.06%	40.9%	115	3.352
#11	5D	80	3.42%	4.61%	+1.05%	40.9%	115	3.379
#12	5D	320	3.53%	4.45%	+1.14%	41.7%	115	3.389
#13	5D	120	3.52%	4.56%	+1.11%	41.7%	115	3.418
#14	5D	240	3.53%	4.52%	+1.15%	40%	115	3.419
#15	10D	160	5.45%	7.39%	-0.68%	37.2%	94	5.321
#16	10D	240	5.63%	7.31%	-0.67%	37.2%	94	5.381
#17	10D	120	5.51%	7.48%	-0.75%	38.3%	94	5.39
#18	10D	500	5.94%	7.15%	-0.70%	39.4%	94	5.479
#19	10D	320	6.11%	7.26%	-0.68%	38.3%	94	5.602
#20	10D	80	5.98%	7.61%	-0.83%	37.2%	94	5.685
#21	10D	40	6.06%	7.76%	-0.93%	34%	94	5.801
#22	15D	240	7.56%	9.64%	-3.43%	35.5%	76	7.58
#23	15D	160	7.63%	9.66%	-3.37%	34.2%	76	7.616
#24	15D	500	7.85%	9.47%	-3.41%	36.8%	76	7.659
#25	15D	320	7.85%	9.51%	-3.43%	35.5%	76	7.679
#26	15D	120	7.74%	9.81%	-3.52%	35.5%	76	7.743
#27	20D	80	8.15%	9.39%	-3.53%	40.4%	57	7.79
#28	20D	40	8.15%	9.37%	-3.60%	40.4%	57	7.794
#29	15D	80	8.27%	10.12%	-3.77%	36.8%	76	8.15
#30	20D	240	9.25%	9.12%	-2.99%	38.6%	57	8.169