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 2026-01-29

DOE calibrated as-of 2026-01-29

Window 2026-01-05 → 2026-01-26

Anchors 60

Lookback 730D

Confidence low

Computed at 2026年7月9日下午7:01 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=80

DOE results snapshot · Window: 2026-01-05 → 2026-01-26 · anchors: 60 · latest snapshot: 2026-01-29 · computed at: 2026年7月9日下午7:01 HKT

Median abs error1.55%

Mean abs error2.29%

Bias-0.73%

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=80

Median abs 1.55%

Bias -0.73%

P25/P75 hit 50%

n 48

Rank Best setting

Setting 3D · n=160

Median abs 1.61%

Bias -0.73%

P25/P75 hit 50%

n 48

Rank #2 Candidate

Setting 3D · n=120

Median abs 1.68%

Bias -0.76%

P25/P75 hit 52.1%

n 48

Rank #3 Candidate

Setting 3D · n=240

Median abs 1.65%

Bias -0.81%

P25/P75 hit 47.9%

n 48

Rank #4 Candidate

Setting 3D · n=500

Median abs 1.65%

Bias -0.86%

P25/P75 hit 52.1%

n 48

Rank #5 Candidate

Setting 3D · n=320

Median abs 1.71%

Bias -0.82%

P25/P75 hit 47.9%

n 48

Rank #6 Candidate

Setting 3D · n=40

Median abs 1.83%

Bias -0.65%

P25/P75 hit 47.9%

n 48

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: 48 · Pending: 0 · Avg: -0.36%

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: 48 · Pending: 0 · Avg: -0.73%

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	1.55%	2.29%	-0.73%	50%	48	1.561
#2	3D	160	1.61%	2.24%	-0.73%	50%	48	1.574
#3	3D	120	1.68%	2.28%	-0.76%	52.1%	48	1.622
#4	3D	240	1.65%	2.28%	-0.81%	47.9%	48	1.625
#5	3D	500	1.65%	2.33%	-0.86%	52.1%	48	1.639
#6	3D	320	1.71%	2.3%	-0.82%	47.9%	48	1.663
#7	3D	40	1.83%	2.3%	-0.65%	47.9%	48	1.698