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 2026-01-21

DOE calibrated as-of 2026-01-21

Window 2026-01-05 → 2026-01-15

Anchors 36

Lookback 730D

Confidence low

Computed at 2026年7月10日上午9:37 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=160

DOE results snapshot · Window: 2026-01-05 → 2026-01-15 · anchors: 36 · latest snapshot: 2026-01-21 · computed at: 2026年7月10日上午9:37 HKT

Median abs error1.61%

Mean abs error2.45%

Bias-0.65%

Inside P25/P7550%

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=160

Median abs 1.61%

Bias -0.65%

P25/P75 hit 50%

n 24

Rank Best setting

Best setting 3D · n=160: median projection vs actual return

X = Median projection return. Y = actual return. Solid line = linear trend. Orange line = bucket average. Checked: 24 · Pending: 0 · Avg: -0.25%

Best setting 3D · n=160: median projection vs forecast error

X = Median projection return. Y = actual - median. Solid line = linear trend. Orange line = bucket average. Checked: 24 · Pending: 0 · Avg: -0.65%

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	160	1.61%	2.45%	-0.65%	50%	24	2.115