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 2026-02-05

DOE calibrated as-of 2026-02-05

Window 2026-01-05 → 2026-02-02

Anchors 80

Lookback 730D

Confidence low

Computed at 2026年7月9日下午6:53 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-01-05 → 2026-02-02 · anchors: 80 · latest snapshot: 2026-02-05 · computed at: 2026年7月9日下午6:53 HKT

Median abs error2.33%

Mean abs error3.16%

Bias-0.56%

Inside P25/P7539.7%

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=40

Median abs 2.33%

Bias -0.56%

P25/P75 hit 39.7%

n 68

Rank Best setting

Setting 3D · n=80

Median abs 2.34%

Bias -0.63%

P25/P75 hit 41.2%

n 68

Rank #2 Candidate

Setting 3D · n=240

Median abs 2.36%

Bias -0.65%

P25/P75 hit 38.2%

n 68

Rank #3 Candidate

Setting 3D · n=160

Median abs 2.41%

Bias -0.63%

P25/P75 hit 39.7%

n 68

Rank #4 Candidate

Setting 3D · n=120

Median abs 2.42%

Bias -0.66%

P25/P75 hit 41.2%

n 68

Rank #5 Candidate

Setting 3D · n=320

Median abs 2.42%

Bias -0.67%

P25/P75 hit 38.2%

n 68

Rank #6 Candidate

Setting 3D · n=500

Median abs 2.44%

Bias -0.69%

P25/P75 hit 41.2%

n 68

Rank #7 Candidate

Setting 5D · n=120

Median abs 2.61%

Bias -0.89%

P25/P75 hit 53.8%

n 52

Rank #8 Candidate

Setting 5D · n=40

Median abs 2.55%

Bias -1.16%

P25/P75 hit 53.8%

n 52

Rank #9 Candidate

Setting 5D · n=80

Median abs 2.62%

Bias -0.97%

P25/P75 hit 50%

n 52

Rank #10 Candidate

Setting 5D · n=160

Median abs 2.7%

Bias -0.85%

P25/P75 hit 50%

n 52

Rank #11 Candidate

Setting 5D · n=320

Median abs 2.78%

Bias -0.84%

P25/P75 hit 50%

n 52

Rank #12 Candidate

Best setting 3D · n=40: median projection vs actual return

X = Median projection return. Y = actual return. Solid line = linear trend. Orange line = bucket average. Checked: 68 · Pending: 0 · Avg: -0.29%

Best setting 3D · n=40: median projection vs forecast error

X = Median projection return. Y = actual - median. Solid line = linear trend. Orange line = bucket average. Checked: 68 · Pending: 0 · Avg: -0.56%

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	40	2.33%	3.16%	-0.56%	39.7%	68	2.256
#2	3D	80	2.34%	3.15%	-0.63%	41.2%	68	2.264
#3	3D	240	2.36%	3.16%	-0.65%	38.2%	68	2.288
#4	3D	160	2.41%	3.13%	-0.63%	39.7%	68	2.296
#5	3D	120	2.42%	3.17%	-0.66%	41.2%	68	2.315
#6	3D	320	2.42%	3.16%	-0.67%	38.2%	68	2.321
#7	3D	500	2.44%	3.17%	-0.69%	41.2%	68	2.33
#8	5D	120	2.61%	4.39%	-0.89%	53.8%	52	2.841
#9	5D	40	2.55%	4.38%	-1.16%	53.8%	52	2.847
#10	5D	80	2.62%	4.39%	-0.97%	50%	52	2.867
#11	5D	160	2.7%	4.39%	-0.85%	50%	52	2.889
#12	5D	320	2.78%	4.37%	-0.84%	50%	52	2.92
#13	5D	240	2.78%	4.4%	-0.83%	50%	52	2.929
#14	5D	500	2.83%	4.4%	-0.85%	46.2%	52	2.967