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 2026-02-06

DOE calibrated as-of 2026-02-06

Window 2026-01-05 → 2026-02-03

Anchors 84

Lookback 730D

Confidence low

Computed at 2026年7月9日下午6:51 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-01-05 → 2026-02-03 · anchors: 84 · latest snapshot: 2026-02-06 · computed at: 2026年7月9日下午6:51 HKT

Median abs error2.51%

Mean abs error3.3%

Bias-0.22%

Inside P25/P7537.5%

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=40

Median abs 2.51%

Bias -0.22%

P25/P75 hit 37.5%

n 72

Rank Best setting

Setting 3D · n=160

Median abs 2.52%

Bias -0.29%

P25/P75 hit 37.5%

n 72

Rank #2 Candidate

Setting 3D · n=240

Median abs 2.5%

Bias -0.31%

P25/P75 hit 36.1%

n 72

Rank #3 Candidate

Setting 3D · n=80

Median abs 2.53%

Bias -0.29%

P25/P75 hit 38.9%

n 72

Rank #4 Candidate

Setting 3D · n=320

Median abs 2.51%

Bias -0.32%

P25/P75 hit 36.1%

n 72

Rank #5 Candidate

Setting 3D · n=500

Median abs 2.53%

Bias -0.34%

P25/P75 hit 38.9%

n 72

Rank #6 Candidate

Setting 3D · n=120

Median abs 2.57%

Bias -0.31%

P25/P75 hit 38.9%

n 72

Rank #7 Candidate

Setting 5D · n=40

Median abs 2.66%

Bias -1.01%

P25/P75 hit 51.8%

n 56

Rank #8 Candidate

Setting 5D · n=80

Median abs 2.68%

Bias -0.83%

P25/P75 hit 50%

n 56

Rank #9 Candidate

Setting 5D · n=120

Median abs 2.75%

Bias -0.75%

P25/P75 hit 53.6%

n 56

Rank #10 Candidate

Setting 5D · n=160

Median abs 2.79%

Bias -0.71%

P25/P75 hit 50%

n 56

Rank #11 Candidate

Setting 5D · n=320

Median abs 2.85%

Bias -0.70%

P25/P75 hit 50%

n 56

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: 72 · Pending: 0 · Avg: +0.04%

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: 72 · Pending: 0 · Avg: -0.22%

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	2.51%	3.3%	-0.22%	37.5%	72	2.349
#2	3D	160	2.52%	3.27%	-0.29%	37.5%	72	2.354
#3	3D	240	2.5%	3.29%	-0.31%	36.1%	72	2.358
#4	3D	80	2.53%	3.28%	-0.29%	38.9%	72	2.359
#5	3D	320	2.51%	3.3%	-0.32%	36.1%	72	2.368
#6	3D	500	2.53%	3.31%	-0.34%	38.9%	72	2.377
#7	3D	120	2.57%	3.3%	-0.31%	38.9%	72	2.389
#8	5D	40	2.66%	4.24%	-1.01%	51.8%	56	2.836
#9	5D	80	2.68%	4.3%	-0.83%	50%	56	2.844
#10	5D	120	2.75%	4.3%	-0.75%	53.6%	56	2.859
#11	5D	160	2.79%	4.31%	-0.71%	50%	56	2.885
#12	5D	320	2.85%	4.28%	-0.70%	50%	56	2.903
#13	5D	500	2.86%	4.31%	-0.70%	44.6%	56	2.932
#14	5D	240	2.92%	4.31%	-0.67%	50%	56	2.944