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 2026-02-03

DOE calibrated as-of 2026-02-03

Window 2026-01-05 → 2026-01-29

Anchors 72

Lookback 730D

Confidence low

Computed at 2026年7月9日下午6:57 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=120

DOE results snapshot · Window: 2026-01-05 → 2026-01-29 · anchors: 72 · latest snapshot: 2026-02-03 · computed at: 2026年7月9日下午6:57 HKT

Median abs error2.15%

Mean abs error2.96%

Bias-1.05%

Inside P25/P7543.3%

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 2.15%

Bias -1.05%

P25/P75 hit 43.3%

n 60

Rank Best setting

Setting 3D · n=40

Median abs 2.23%

Bias -0.95%

P25/P75 hit 41.7%

n 60

Rank #2 Candidate

Setting 3D · n=80

Median abs 2.23%

Bias -1.01%

P25/P75 hit 43.3%

n 60

Rank #3 Candidate

Setting 3D · n=240

Median abs 2.29%

Bias -1.06%

P25/P75 hit 40%

n 60

Rank #4 Candidate

Setting 3D · n=160

Median abs 2.36%

Bias -1.02%

P25/P75 hit 41.7%

n 60

Rank #5 Candidate

Setting 3D · n=320

Median abs 2.34%

Bias -1.08%

P25/P75 hit 40%

n 60

Rank #6 Candidate

Setting 3D · n=500

Median abs 2.36%

Bias -1.10%

P25/P75 hit 43.3%

n 60

Rank #7 Candidate

Setting 5D · n=40

Median abs 2.19%

Bias -0.45%

P25/P75 hit 59.1%

n 44

Rank #8 Candidate

Setting 5D · n=120

Median abs 2.36%

Bias -0.22%

P25/P75 hit 59.1%

n 44

Rank #9 Candidate

Setting 5D · n=160

Median abs 2.39%

Bias -0.20%

P25/P75 hit 54.5%

n 44

Rank #10 Candidate

Setting 5D · n=80

Median abs 2.38%

Bias -0.29%

P25/P75 hit 54.5%

n 44

Rank #11 Candidate

Setting 5D · n=240

Median abs 2.41%

Bias -0.21%

P25/P75 hit 54.5%

n 44

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: 60 · Pending: 0 · Avg: -0.67%

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: 60 · Pending: 0 · Avg: -1.05%

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	2.15%	2.96%	-1.05%	43.3%	60	2.16
#2	3D	40	2.23%	2.95%	-0.95%	41.7%	60	2.186
#3	3D	80	2.23%	2.95%	-1.01%	43.3%	60	2.191
#4	3D	240	2.29%	2.96%	-1.06%	40%	60	2.24
#5	3D	160	2.36%	2.93%	-1.02%	41.7%	60	2.254
#6	3D	320	2.34%	2.97%	-1.08%	40%	60	2.272
#7	3D	500	2.36%	2.98%	-1.10%	43.3%	60	2.28
#8	5D	40	2.19%	4%	-0.45%	59.1%	44	2.415
#9	5D	120	2.36%	4.01%	-0.22%	59.1%	44	2.469
#10	5D	160	2.39%	4.02%	-0.20%	54.5%	44	2.496
#11	5D	80	2.38%	4.03%	-0.29%	54.5%	44	2.508
#12	5D	240	2.41%	4.03%	-0.21%	54.5%	44	2.511
#13	5D	320	2.46%	4%	-0.20%	54.5%	44	2.524
#14	5D	500	2.66%	4.04%	-0.24%	52.3%	44	2.649