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 2026-01-27

DOE calibrated as-of 2026-01-27

Window 2026-01-05 → 2026-01-22

Anchors 52

Lookback 730D

Confidence low

Computed at 2026年7月9日下午7:04 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=80

DOE results snapshot · Window: 2026-01-05 → 2026-01-22 · anchors: 52 · latest snapshot: 2026-01-27 · computed at: 2026年7月9日下午7:04 HKT

Median abs error1.46%

Mean abs error2.32%

Bias-0.96%

Inside P25/P7552.5%

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=80

Median abs 1.46%

Bias -0.96%

P25/P75 hit 52.5%

n 40

Rank Best setting

Setting 3D · n=160

Median abs 1.55%

Bias -0.96%

P25/P75 hit 52.5%

n 40

Rank #2 Candidate

Setting 3D · n=120

Median abs 1.6%

Bias -0.99%

P25/P75 hit 55%

n 40

Rank #3 Candidate

Setting 3D · n=240

Median abs 1.57%

Bias -1.04%

P25/P75 hit 50%

n 40

Rank #4 Candidate

Setting 3D · n=40

Median abs 1.66%

Bias -0.86%

P25/P75 hit 47.5%

n 40

Rank #5 Candidate

Setting 3D · n=320

Median abs 1.6%

Bias -1.06%

P25/P75 hit 50%

n 40

Rank #6 Candidate

Setting 3D · n=500

Median abs 1.59%

Bias -1.12%

P25/P75 hit 55%

n 40

Rank #7 Candidate

Best setting 3D · n=80: median projection vs actual return

X = Median projection return. Y = actual return. Solid line = linear trend. Orange line = bucket average. Checked: 40 · Pending: 0 · Avg: -0.57%

Best setting 3D · n=80: median projection vs forecast error

X = Median projection return. Y = actual - median. Solid line = linear trend. Orange line = bucket average. Checked: 40 · Pending: 0 · Avg: -0.96%

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	80	1.46%	2.32%	-0.96%	52.5%	40	1.555
#2	3D	160	1.55%	2.27%	-0.96%	52.5%	40	1.582
#3	3D	120	1.6%	2.33%	-0.99%	55%	40	1.627
#4	3D	240	1.57%	2.32%	-1.04%	50%	40	1.628
#5	3D	40	1.66%	2.3%	-0.86%	47.5%	40	1.645
#6	3D	320	1.6%	2.32%	-1.06%	50%	40	1.646
#7	3D	500	1.59%	2.35%	-1.12%	55%	40	1.648