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.
Best rolling setting
3D · n=40
Calibration results snapshot · Window: 2026-08-28 → 2026-10-22 · anchors: 120 · latest snapshot: 2026-10-28 · computed at: 2026年10月29日 上午7:44 HKT
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.
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: +1.02%
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 | 2.73% | 3.22% | +1.02% | 41.7% | 120 | 2.541 |
| #2 | 3D | 500 | 2.74% | 3.26% | +1.09% | 42.5% | 120 | 2.568 |
| #3 | 3D | 80 | 2.76% | 3.3% | +1.14% | 43.3% | 120 | 2.598 |
| #4 | 3D | 320 | 2.78% | 3.28% | +1.12% | 43.3% | 120 | 2.598 |
| #5 | 3D | 120 | 2.77% | 3.28% | +1.16% | 43.3% | 120 | 2.599 |
| #6 | 3D | 160 | 2.76% | 3.3% | +1.14% | 42.5% | 120 | 2.6 |
| #7 | 3D | 240 | 2.81% | 3.31% | +1.14% | 41.7% | 120 | 2.63 |
| #8 | 5D | 500 | 3.47% | 4.4% | +1.05% | 40.9% | 115 | 3.33 |
| #9 | 5D | 160 | 3.37% | 4.56% | +1.14% | 41.7% | 115 | 3.348 |
| #10 | 5D | 320 | 3.46% | 4.45% | +1.14% | 41.7% | 115 | 3.354 |
| #11 | 5D | 40 | 3.42% | 4.62% | +0.90% | 36.5% | 115 | 3.371 |
| #12 | 5D | 80 | 3.42% | 4.6% | +1.05% | 40.9% | 115 | 3.375 |
| #13 | 5D | 240 | 3.45% | 4.52% | +1.14% | 40% | 115 | 3.378 |
| #14 | 5D | 120 | 3.52% | 4.54% | +1.10% | 41.7% | 115 | 3.41 |
| #15 | 10D | 320 | 5.14% | 6.99% | -0.67% | 40.8% | 98 | 5.015 |
| #16 | 10D | 500 | 5.2% | 6.91% | -0.68% | 41.8% | 98 | 5.016 |
| #17 | 10D | 120 | 5.06% | 7.21% | -0.71% | 40.8% | 98 | 5.058 |
| #18 | 10D | 160 | 5.17% | 7.12% | -0.66% | 39.8% | 98 | 5.077 |
| #19 | 10D | 240 | 5.31% | 7.05% | -0.66% | 39.8% | 98 | 5.122 |
| #20 | 10D | 80 | 5.54% | 7.34% | -0.80% | 39.8% | 98 | 5.36 |
| #21 | 10D | 40 | 5.71% | 7.53% | -0.87% | 36.7% | 98 | 5.529 |
| #22 | 15D | 320 | 7.55% | 9.41% | -3.44% | 36.4% | 77 | 7.494 |
| #23 | 15D | 160 | 7.49% | 9.55% | -3.39% | 33.8% | 77 | 7.512 |
| #24 | 15D | 500 | 7.8% | 9.39% | -3.42% | 36.4% | 77 | 7.609 |
| #25 | 15D | 240 | 7.76% | 9.55% | -3.46% | 36.4% | 77 | 7.651 |
| #26 | 15D | 120 | 7.93% | 9.71% | -3.57% | 36.4% | 77 | 7.808 |
| #27 | 20D | 40 | 8.36% | 9.88% | -3.25% | 38.3% | 60 | 8.03 |
| #28 | 15D | 80 | 8.24% | 10% | -3.86% | 36.4% | 77 | 8.108 |
| #29 | 20D | 80 | 8.68% | 9.81% | -3.24% | 36.7% | 60 | 8.168 |
| #30 | 15D | 40 | 8.57% | 10.24% | -3.96% | 39% | 77 | 8.365 |