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 2026-02-17

DOE calibrated as-of 2026-02-17

Window 2026-01-05 → 2026-02-11

Anchors 108

Lookback 730D

Confidence low

Computed at 2026年7月9日下午6:36 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-01-05 → 2026-02-11 · anchors: 108 · latest snapshot: 2026-02-17 · computed at: 2026年7月9日下午6:36 HKT

Median abs error2.33%

Mean abs error3.31%

Bias-0.04%

Inside P25/P7541.7%

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 -0.04%

P25/P75 hit 41.7%

n 96

Rank Best setting

Setting 3D · n=80

Median abs 2.34%

Bias -0.06%

P25/P75 hit 40.6%

n 96

Rank #2 Candidate

Setting 3D · n=120

Median abs 2.42%

Bias -0.08%

P25/P75 hit 41.7%

n 96

Rank #3 Candidate

Setting 3D · n=320

Median abs 2.42%

Bias -0.08%

P25/P75 hit 39.6%

n 96

Rank #4 Candidate

Setting 3D · n=160

Median abs 2.47%

Bias -0.08%

P25/P75 hit 40.6%

n 96

Rank #5 Candidate

Setting 3D · n=240

Median abs 2.45%

Bias -0.08%

P25/P75 hit 37.5%

n 96

Rank #6 Candidate

Setting 3D · n=500

Median abs 2.49%

Bias -0.09%

P25/P75 hit 42.7%

n 96

Rank #7 Candidate

Setting 5D · n=80

Median abs 2.77%

Bias -0.31%

P25/P75 hit 47.5%

n 80

Rank #8 Candidate

Setting 5D · n=120

Median abs 2.83%

Bias -0.21%

P25/P75 hit 47.5%

n 80

Rank #9 Candidate

Setting 5D · n=40

Median abs 2.88%

Bias -0.44%

P25/P75 hit 47.5%

n 80

Rank #10 Candidate

Setting 5D · n=320

Median abs 2.98%

Bias -0.03%

P25/P75 hit 45%

n 80

Rank #11 Candidate

Setting 5D · n=160

Median abs 3%

Bias -0.11%

P25/P75 hit 45%

n 80

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: 96 · Pending: 0 · Avg: +0.30%

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: 96 · Pending: 0 · Avg: -0.04%

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%	3.31%	-0.04%	41.7%	96	2.225
#2	3D	80	2.34%	3.28%	-0.06%	40.6%	96	2.225
#3	3D	120	2.42%	3.27%	-0.08%	41.7%	96	2.262
#4	3D	320	2.42%	3.27%	-0.08%	39.6%	96	2.267
#5	3D	160	2.47%	3.26%	-0.08%	40.6%	96	2.286
#6	3D	240	2.45%	3.28%	-0.08%	37.5%	96	2.291
#7	3D	500	2.49%	3.28%	-0.09%	42.7%	96	2.3
#8	5D	80	2.77%	4.27%	-0.31%	47.5%	80	2.807
#9	5D	120	2.83%	4.29%	-0.21%	47.5%	80	2.829
#10	5D	40	2.88%	4.25%	-0.44%	47.5%	80	2.875
#11	5D	320	2.98%	4.27%	-0.03%	45%	80	2.877
#12	5D	160	3%	4.3%	-0.11%	45%	80	2.909
#13	5D	240	3.06%	4.3%	-0.03%	45%	80	2.927
#14	5D	500	3.06%	4.3%	-0.02%	40%	80	2.938
#15	10D	40	4.42%	6.66%	+1.08%	50%	40	4.578
#16	10D	80	4.55%	6.54%	+1.73%	45%	40	4.711
#17	10D	120	4.55%	6.63%	+1.92%	47.5%	40	4.765
#18	10D	160	4.63%	6.6%	+2.04%	42.5%	40	4.825
#19	10D	240	4.83%	6.62%	+2.20%	42.5%	40	4.956
#20	10D	500	4.79%	6.63%	+2.29%	40%	40	4.959
#21	10D	320	4.87%	6.62%	+2.24%	42.5%	40	4.982