Rolling projection DOE

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

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

Snapshot 2026-10-26

DOE calibrated as-of 2026-10-26

Window 2026-08-26 → 2026-10-20

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年10月27日上午7:44 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-08-26 → 2026-10-20 · anchors: 120 · latest snapshot: 2026-10-26 · computed at: 2026年10月27日上午7:44 HKT

Median abs error2.73%

Mean abs error3.21%

Bias+1.00%

Inside P25/P7540.8%

DOE 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 2.73%

Bias +1.00%

P25/P75 hit 40.8%

n 120

Rank Best setting

Setting 3D · n=80

Median abs 2.7%

Bias +1.14%

P25/P75 hit 42.5%

n 120

Rank #2 Candidate

Setting 3D · n=320

Median abs 2.8%

Bias +1.14%

P25/P75 hit 42.5%

n 120

Rank #3 Candidate

Setting 3D · n=500

Median abs 2.82%

Bias +1.11%

P25/P75 hit 41.7%

n 120

Rank #4 Candidate

Setting 3D · n=120

Median abs 2.82%

Bias +1.17%

P25/P75 hit 42.5%

n 120

Rank #5 Candidate

Setting 3D · n=160

Median abs 2.81%

Bias +1.15%

P25/P75 hit 41.7%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.87%

Bias +1.15%

P25/P75 hit 40.8%

n 120

Rank #7 Candidate

Setting 5D · n=320

Median abs 3.46%

Bias +1.14%

P25/P75 hit 43.5%

n 115

Rank #8 Candidate

Setting 5D · n=160

Median abs 3.37%

Bias +1.15%

P25/P75 hit 41.7%

n 115

Rank #9 Candidate

Setting 5D · n=240

Median abs 3.39%

Bias +1.15%

P25/P75 hit 40%

n 115

Rank #10 Candidate

Setting 5D · n=500

Median abs 3.51%

Bias +1.07%

P25/P75 hit 41.7%

n 115

Rank #11 Candidate

Setting 5D · n=40

Median abs 3.4%

Bias +0.91%

P25/P75 hit 37.4%

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: +0.31%

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: +1.00%

DOE ranking

Ranked by a composite DOE 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	DOE score
#1	3D	40	2.73%	3.21%	+1.00%	40.8%	120	2.537
#2	3D	80	2.7%	3.3%	+1.14%	42.5%	120	2.57
#3	3D	320	2.8%	3.32%	+1.14%	42.5%	120	2.627
#4	3D	500	2.82%	3.3%	+1.11%	41.7%	120	2.627
#5	3D	120	2.82%	3.3%	+1.17%	42.5%	120	2.634
#6	3D	160	2.81%	3.32%	+1.15%	41.7%	120	2.635
#7	3D	240	2.87%	3.34%	+1.15%	40.8%	120	2.675
#8	5D	320	3.46%	4.39%	+1.14%	43.5%	115	3.329
#9	5D	160	3.37%	4.51%	+1.15%	41.7%	115	3.332
#10	5D	240	3.39%	4.47%	+1.15%	40%	115	3.332
#11	5D	500	3.51%	4.36%	+1.07%	41.7%	115	3.337
#12	5D	40	3.4%	4.57%	+0.91%	37.4%	115	3.343
#13	5D	80	3.42%	4.56%	+1.05%	40%	115	3.364
#14	5D	120	3.55%	4.53%	+1.13%	40.9%	115	3.428
#15	10D	160	5.4%	7.38%	-0.78%	38.3%	94	5.304
#16	10D	500	5.58%	7.14%	-0.80%	39.4%	94	5.311
#17	10D	320	5.59%	7.25%	-0.79%	38.3%	94	5.355
#18	10D	120	5.43%	7.48%	-0.85%	39.4%	94	5.362
#19	10D	240	5.73%	7.31%	-0.77%	38.3%	94	5.443
#20	10D	80	5.73%	7.6%	-0.89%	37.2%	94	5.566
#21	10D	40	6.24%	7.75%	-1.01%	34%	94	5.899
#22	15D	500	7%	9%	-2.29%	39.5%	76	6.895
#23	15D	160	7.03%	9.18%	-2.18%	36.8%	76	6.963
#24	15D	320	7.2%	9.03%	-2.27%	38.2%	76	7.005
#25	15D	240	7.15%	9.16%	-2.26%	38.2%	76	7.025
#26	15D	120	7.21%	9.29%	-2.32%	38.2%	76	7.109
#27	15D	80	7.43%	9.59%	-2.51%	39.5%	76	7.349
#28	20D	40	7.92%	9.23%	-3.31%	42.6%	61	7.581
#29	15D	40	7.89%	9.7%	-2.63%	40.8%	76	7.632
#30	20D	80	8.15%	9.3%	-3.28%	41%	61	7.72