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 2026-02-26

DOE calibrated as-of 2026-02-26

Window 2026-01-09 → 2026-02-23

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月9日下午6:16 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-01-09 → 2026-02-23 · anchors: 120 · latest snapshot: 2026-02-26 · computed at: 2026年7月9日下午6:16 HKT

Median abs error2.13%

Mean abs error3.11%

Bias-0.06%

Inside P25/P7545.8%

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 2.13%

Bias -0.06%

P25/P75 hit 45.8%

n 120

Rank Best setting

Setting 3D · n=500

Median abs 2.24%

Bias -0.05%

P25/P75 hit 47.5%

n 120

Rank #2 Candidate

Setting 3D · n=120

Median abs 2.27%

Bias -0.04%

P25/P75 hit 45.8%

n 120

Rank #3 Candidate

Setting 3D · n=320

Median abs 2.29%

Bias -0.04%

P25/P75 hit 45.8%

n 120

Rank #4 Candidate

Setting 3D · n=240

Median abs 2.26%

Bias -0.05%

P25/P75 hit 41.7%

n 120

Rank #5 Candidate

Setting 3D · n=160

Median abs 2.29%

Bias -0.04%

P25/P75 hit 45%

n 120

Rank #6 Candidate

Setting 3D · n=80

Median abs 2.29%

Bias -0.03%

P25/P75 hit 45%

n 120

Rank #7 Candidate

Setting 5D · n=80

Median abs 2.8%

Bias -0.16%

P25/P75 hit 48.1%

n 108

Rank #8 Candidate

Setting 5D · n=120

Median abs 2.82%

Bias -0.11%

P25/P75 hit 46.3%

n 108

Rank #9 Candidate

Setting 5D · n=40

Median abs 2.82%

Bias -0.29%

P25/P75 hit 49.1%

n 108

Rank #10 Candidate

Setting 5D · n=320

Median abs 3.01%

Bias +0.08%

P25/P75 hit 45.4%

n 108

Rank #11 Candidate

Setting 5D · n=160

Median abs 3.03%

Bias -0.01%

P25/P75 hit 45.4%

n 108

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: 120 · Pending: 0 · Avg: +0.35%

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: 120 · Pending: 0 · Avg: -0.06%

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	2.13%	3.11%	-0.06%	45.8%	120	2.048
#2	3D	500	2.24%	3.1%	-0.05%	47.5%	120	2.094
#3	3D	120	2.27%	3.11%	-0.04%	45.8%	120	2.115
#4	3D	320	2.29%	3.1%	-0.04%	45.8%	120	2.121
#5	3D	240	2.26%	3.11%	-0.05%	41.7%	120	2.122
#6	3D	160	2.29%	3.11%	-0.04%	45%	120	2.127
#7	3D	80	2.29%	3.13%	-0.03%	45%	120	2.133
#8	5D	80	2.8%	4.19%	-0.16%	48.1%	108	2.77
#9	5D	120	2.82%	4.18%	-0.11%	46.3%	108	2.774
#10	5D	40	2.82%	4.14%	-0.29%	49.1%	108	2.78
#11	5D	320	3.01%	4.14%	+0.08%	45.4%	108	2.852
#12	5D	160	3.03%	4.18%	-0.01%	45.4%	108	2.866
#13	5D	500	3.1%	4.15%	+0.10%	41.7%	108	2.913
#14	5D	240	3.11%	4.17%	+0.09%	44.4%	108	2.917
#15	10D	80	4.09%	6.37%	+1.72%	50%	68	4.408
#16	10D	120	4.22%	6.44%	+1.85%	50%	68	4.517
#17	10D	40	4.44%	6.55%	+1.26%	55.9%	68	4.562
#18	10D	160	4.31%	6.42%	+1.98%	47.1%	68	4.581
#19	10D	320	4.26%	6.4%	+2.29%	48.5%	68	4.592
#20	10D	240	4.32%	6.4%	+2.19%	48.5%	68	4.607
#21	10D	500	4.31%	6.42%	+2.35%	47.1%	68	4.637