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 2026-02-23

DOE calibrated as-of 2026-02-23

Window 2026-01-06 → 2026-02-18

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月9日下午6:25 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-01-06 → 2026-02-18 · anchors: 120 · latest snapshot: 2026-02-23 · computed at: 2026年7月9日下午6:25 HKT

Median abs error2.2%

Mean abs error3.16%

Bias+0.02%

Inside P25/P7545.5%

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 2.2%

Bias +0.02%

P25/P75 hit 45.5%

n 112

Rank Best setting

Setting 3D · n=80

Median abs 2.29%

Bias +0.01%

P25/P75 hit 44.6%

n 112

Rank #2 Candidate

Setting 3D · n=120

Median abs 2.34%

Bias -0.02%

P25/P75 hit 44.6%

n 112

Rank #3 Candidate

Setting 3D · n=240

Median abs 2.32%

Bias -0.03%

P25/P75 hit 40.2%

n 112

Rank #4 Candidate

Setting 3D · n=500

Median abs 2.36%

Bias -0.05%

P25/P75 hit 45.5%

n 112

Rank #5 Candidate

Setting 3D · n=160

Median abs 2.38%

Bias -0.02%

P25/P75 hit 43.8%

n 112

Rank #6 Candidate

Setting 3D · n=320

Median abs 2.4%

Bias -0.04%

P25/P75 hit 43.8%

n 112

Rank #7 Candidate

Setting 5D · n=80

Median abs 2.8%

Bias -0.12%

P25/P75 hit 45.8%

n 96

Rank #8 Candidate

Setting 5D · n=120

Median abs 2.82%

Bias -0.07%

P25/P75 hit 45.8%

n 96

Rank #9 Candidate

Setting 5D · n=40

Median abs 2.92%

Bias -0.24%

P25/P75 hit 46.9%

n 96

Rank #10 Candidate

Setting 5D · n=160

Median abs 3.03%

Bias +0.06%

P25/P75 hit 44.8%

n 96

Rank #11 Candidate

Setting 5D · n=320

Median abs 3.03%

Bias +0.16%

P25/P75 hit 43.8%

n 96

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: 112 · Pending: 0 · Avg: +0.36%

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: 112 · Pending: 0 · Avg: +0.02%

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	2.2%	3.16%	+0.02%	45.5%	112	2.095
#2	3D	80	2.29%	3.15%	+0.01%	44.6%	112	2.137
#3	3D	120	2.34%	3.13%	-0.02%	44.6%	112	2.157
#4	3D	240	2.32%	3.16%	-0.03%	40.2%	112	2.17
#5	3D	500	2.36%	3.15%	-0.05%	45.5%	112	2.176
#6	3D	160	2.38%	3.14%	-0.02%	43.8%	112	2.182
#7	3D	320	2.4%	3.15%	-0.04%	43.8%	112	2.199
#8	5D	80	2.8%	4.3%	-0.12%	45.8%	96	2.808
#9	5D	120	2.82%	4.31%	-0.07%	45.8%	96	2.815
#10	5D	40	2.92%	4.27%	-0.24%	46.9%	96	2.873
#11	5D	160	3.03%	4.32%	+0.06%	44.8%	96	2.924
#12	5D	320	3.03%	4.29%	+0.16%	43.8%	96	2.931
#13	5D	240	3.11%	4.32%	+0.16%	43.8%	96	2.982
#14	5D	500	3.14%	4.32%	+0.18%	39.6%	96	3.01
#15	10D	40	4.13%	6.19%	+0.73%	51.8%	56	4.212
#16	10D	80	4.26%	6.04%	+1.18%	48.2%	56	4.301
#17	10D	120	4.35%	6.13%	+1.32%	48.2%	56	4.398
#18	10D	160	4.47%	6.1%	+1.44%	44.6%	56	4.474
#19	10D	240	4.61%	6.1%	+1.63%	44.6%	56	4.573
#20	10D	500	4.66%	6.12%	+1.76%	42.9%	56	4.629
#21	10D	320	4.77%	6.1%	+1.70%	44.6%	56	4.663