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 2026-02-02

DOE calibrated as-of 2026-02-02

Window 2026-01-05 → 2026-01-28

Anchors 68

Lookback 730D

Confidence low

Computed at 2026年7月9日下午6:58 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=120

DOE results snapshot · Window: 2026-01-05 → 2026-01-28 · anchors: 68 · latest snapshot: 2026-02-02 · computed at: 2026年7月9日下午6:58 HKT

Median abs error1.88%

Mean abs error2.78%

Bias-0.80%

Inside P25/P7546.4%

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=120

Median abs 1.88%

Bias -0.80%

P25/P75 hit 46.4%

n 56

Rank Best setting

Setting 3D · n=80

Median abs 1.92%

Bias -0.76%

P25/P75 hit 46.4%

n 56

Rank #2 Candidate

Setting 3D · n=40

Median abs 2.11%

Bias -0.69%

P25/P75 hit 42.9%

n 56

Rank #3 Candidate

Setting 3D · n=160

Median abs 2.23%

Bias -0.77%

P25/P75 hit 44.6%

n 56

Rank #4 Candidate

Setting 3D · n=240

Median abs 2.26%

Bias -0.81%

P25/P75 hit 42.9%

n 56

Rank #5 Candidate

Setting 3D · n=320

Median abs 2.26%

Bias -0.83%

P25/P75 hit 42.9%

n 56

Rank #6 Candidate

Setting 3D · n=500

Median abs 2.28%

Bias -0.86%

P25/P75 hit 46.4%

n 56

Rank #7 Candidate

Setting 5D · n=40

Median abs 2.19%

Bias -0.59%

P25/P75 hit 60%

n 40

Rank #8 Candidate

Setting 5D · n=120

Median abs 2.36%

Bias -0.44%

P25/P75 hit 60%

n 40

Rank #9 Candidate

Setting 5D · n=160

Median abs 2.39%

Bias -0.44%

P25/P75 hit 55%

n 40

Rank #10 Candidate

Setting 5D · n=80

Median abs 2.38%

Bias -0.50%

P25/P75 hit 55%

n 40

Rank #11 Candidate

Setting 5D · n=240

Median abs 2.41%

Bias -0.45%

P25/P75 hit 55%

n 40

Rank #12 Candidate

Best setting 3D · n=120: median projection vs actual return

X = Median projection return. Y = actual return. Solid line = linear trend. Orange line = bucket average. Checked: 56 · Pending: 0 · Avg: -0.41%

Best setting 3D · n=120: median projection vs forecast error

X = Median projection return. Y = actual - median. Solid line = linear trend. Orange line = bucket average. Checked: 56 · Pending: 0 · Avg: -0.80%

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	120	1.88%	2.78%	-0.80%	46.4%	56	1.917
#2	3D	80	1.92%	2.78%	-0.76%	46.4%	56	1.931
#3	3D	40	2.11%	2.78%	-0.69%	42.9%	56	2.024
#4	3D	160	2.23%	2.75%	-0.77%	44.6%	56	2.081
#5	3D	240	2.26%	2.78%	-0.81%	42.9%	56	2.117
#6	3D	320	2.26%	2.79%	-0.83%	42.9%	56	2.124
#7	3D	500	2.28%	2.81%	-0.86%	46.4%	56	2.137
#8	5D	40	2.19%	3.59%	-0.59%	60%	40	2.29
#9	5D	120	2.36%	3.58%	-0.44%	60%	40	2.349
#10	5D	160	2.39%	3.59%	-0.44%	55%	40	2.38
#11	5D	80	2.38%	3.59%	-0.50%	55%	40	2.384
#12	5D	240	2.41%	3.6%	-0.45%	55%	40	2.395
#13	5D	320	2.46%	3.57%	-0.43%	55%	40	2.406
#14	5D	500	2.66%	3.61%	-0.49%	52.5%	40	2.536