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 2026-02-09

DOE calibrated as-of 2026-02-09

Window 2026-01-05 → 2026-02-04

Anchors 88

Lookback 730D

Confidence low

Computed at 2026年7月9日下午6:49 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-01-05 → 2026-02-04 · anchors: 88 · latest snapshot: 2026-02-09 · computed at: 2026年7月9日下午6:49 HKT

Median abs error2.41%

Mean abs error3.25%

Bias-0.26%

Inside P25/P7538.2%

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 2.41%

Bias -0.26%

P25/P75 hit 38.2%

n 76

Rank Best setting

Setting 3D · n=80

Median abs 2.42%

Bias -0.32%

P25/P75 hit 39.5%

n 76

Rank #2 Candidate

Setting 3D · n=120

Median abs 2.48%

Bias -0.34%

P25/P75 hit 39.5%

n 76

Rank #3 Candidate

Setting 3D · n=160

Median abs 2.5%

Bias -0.32%

P25/P75 hit 38.2%

n 76

Rank #4 Candidate

Setting 3D · n=240

Median abs 2.5%

Bias -0.33%

P25/P75 hit 36.8%

n 76

Rank #5 Candidate

Setting 3D · n=320

Median abs 2.51%

Bias -0.34%

P25/P75 hit 36.8%

n 76

Rank #6 Candidate

Setting 3D · n=500

Median abs 2.53%

Bias -0.35%

P25/P75 hit 39.5%

n 76

Rank #7 Candidate

Setting 5D · n=120

Median abs 2.8%

Bias -0.46%

P25/P75 hit 50%

n 60

Rank #8 Candidate

Setting 5D · n=80

Median abs 2.8%

Bias -0.58%

P25/P75 hit 46.7%

n 60

Rank #9 Candidate

Setting 5D · n=320

Median abs 2.91%

Bias -0.38%

P25/P75 hit 46.7%

n 60

Rank #10 Candidate

Setting 5D · n=40

Median abs 2.88%

Bias -0.76%

P25/P75 hit 48.3%

n 60

Rank #11 Candidate

Setting 5D · n=500

Median abs 2.96%

Bias -0.38%

P25/P75 hit 41.7%

n 60

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: 76 · Pending: 0 · Avg: +0.02%

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: 76 · Pending: 0 · Avg: -0.26%

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	2.41%	3.25%	-0.26%	38.2%	76	2.286
#2	3D	80	2.42%	3.23%	-0.32%	39.5%	76	2.29
#3	3D	120	2.48%	3.25%	-0.34%	39.5%	76	2.33
#4	3D	160	2.5%	3.22%	-0.32%	38.2%	76	2.33
#5	3D	240	2.5%	3.25%	-0.33%	36.8%	76	2.345
#6	3D	320	2.51%	3.25%	-0.34%	36.8%	76	2.352
#7	3D	500	2.53%	3.26%	-0.35%	39.5%	76	2.36
#8	5D	120	2.8%	4.38%	-0.46%	50%	60	2.877
#9	5D	80	2.8%	4.36%	-0.58%	46.7%	60	2.896
#10	5D	320	2.91%	4.38%	-0.38%	46.7%	60	2.928
#11	5D	40	2.88%	4.3%	-0.76%	48.3%	60	2.938
#12	5D	500	2.96%	4.4%	-0.38%	41.7%	60	2.973
#13	5D	160	3%	4.4%	-0.40%	46.7%	60	2.983
#14	5D	240	3.05%	4.4%	-0.37%	46.7%	60	3.004