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 2026-03-03

DOE calibrated as-of 2026-03-03

Window 2026-01-14 → 2026-02-26

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月9日下午6:06 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-01-14 → 2026-02-26 · anchors: 120 · latest snapshot: 2026-03-03 · computed at: 2026年7月9日下午6:06 HKT

Median abs error2.2%

Mean abs error3.25%

Bias-0.22%

Inside P25/P7547.5%

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 -0.22%

P25/P75 hit 47.5%

n 120

Rank Best setting

Setting 3D · n=500

Median abs 2.28%

Bias -0.19%

P25/P75 hit 46.7%

n 120

Rank #2 Candidate

Setting 3D · n=320

Median abs 2.38%

Bias -0.19%

P25/P75 hit 45.8%

n 120

Rank #3 Candidate

Setting 3D · n=80

Median abs 2.36%

Bias -0.20%

P25/P75 hit 45.8%

n 120

Rank #4 Candidate

Setting 3D · n=120

Median abs 2.37%

Bias -0.21%

P25/P75 hit 45.8%

n 120

Rank #5 Candidate

Setting 3D · n=240

Median abs 2.37%

Bias -0.19%

P25/P75 hit 41.7%

n 120

Rank #6 Candidate

Setting 3D · n=160

Median abs 2.41%

Bias -0.20%

P25/P75 hit 45%

n 120

Rank #7 Candidate

Setting 5D · n=40

Median abs 2.75%

Bias -0.71%

P25/P75 hit 50.9%

n 112

Rank #8 Candidate

Setting 5D · n=120

Median abs 2.82%

Bias -0.47%

P25/P75 hit 47.3%

n 112

Rank #9 Candidate

Setting 5D · n=80

Median abs 2.87%

Bias -0.55%

P25/P75 hit 50%

n 112

Rank #10 Candidate

Setting 5D · n=320

Median abs 3.03%

Bias -0.28%

P25/P75 hit 47.3%

n 112

Rank #11 Candidate

Setting 5D · n=160

Median abs 3.03%

Bias -0.37%

P25/P75 hit 46.4%

n 112

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: +0.21%

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: -0.22%

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	2.2%	3.25%	-0.22%	47.5%	120	2.152
#2	3D	500	2.28%	3.27%	-0.19%	46.7%	120	2.196
#3	3D	320	2.38%	3.27%	-0.19%	45.8%	120	2.249
#4	3D	80	2.36%	3.3%	-0.20%	45.8%	120	2.25
#5	3D	120	2.37%	3.28%	-0.21%	45.8%	120	2.25
#6	3D	240	2.37%	3.28%	-0.19%	41.7%	120	2.257
#7	3D	160	2.41%	3.27%	-0.20%	45%	120	2.267
#8	5D	40	2.75%	3.88%	-0.71%	50.9%	112	2.712
#9	5D	120	2.82%	3.87%	-0.47%	47.3%	112	2.717
#10	5D	80	2.87%	3.91%	-0.55%	50%	112	2.761
#11	5D	320	3.03%	3.83%	-0.28%	47.3%	112	2.779
#12	5D	160	3.03%	3.87%	-0.37%	46.4%	112	2.809
#13	5D	500	3.1%	3.84%	-0.25%	42.9%	112	2.824
#14	5D	240	3.11%	3.85%	-0.28%	45.5%	112	2.831
#15	10D	80	3.67%	6.14%	+1.57%	52.5%	80	4.088
#16	10D	40	3.85%	6.32%	+1.19%	57.5%	80	4.172
#17	10D	120	3.9%	6.23%	+1.68%	52.5%	80	4.251
#18	10D	240	3.96%	6.22%	+1.99%	51.3%	80	4.327
#19	10D	320	3.97%	6.24%	+2.10%	50%	80	4.359
#20	10D	500	3.96%	6.25%	+2.16%	48.8%	80	4.37
#21	10D	160	4.1%	6.23%	+1.82%	50%	80	4.378
#22	15D	240	6.53%	8.06%	+2.12%	35%	40	6.317
#23	15D	120	6.74%	7.99%	+1.73%	37.5%	40	6.332
#24	15D	80	6.86%	8.16%	+1.37%	37.5%	40	6.398
#25	15D	320	6.69%	8.09%	+2.17%	35%	40	6.414
#26	15D	500	6.7%	8.07%	+2.16%	32.5%	40	6.417
#27	15D	160	6.81%	8.06%	+1.98%	35%	40	6.435
#28	15D	40	8.06%	8.59%	-0.12%	35%	40	6.967