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 2026-03-04

DOE calibrated as-of 2026-03-04

Window 2026-01-15 → 2026-02-27

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月9日下午6:03 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-01-15 → 2026-02-27 · anchors: 120 · latest snapshot: 2026-03-04 · computed at: 2026年7月9日下午6:03 HKT

Median abs error2.13%

Mean abs error3.32%

Bias-0.28%

Inside P25/P7548.3%

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 -0.28%

P25/P75 hit 48.3%

n 120

Rank Best setting

Setting 3D · n=500

Median abs 2.24%

Bias -0.26%

P25/P75 hit 47.5%

n 120

Rank #2 Candidate

Setting 3D · n=240

Median abs 2.3%

Bias -0.27%

P25/P75 hit 42.5%

n 120

Rank #3 Candidate

Setting 3D · n=320

Median abs 2.33%

Bias -0.27%

P25/P75 hit 46.7%

n 120

Rank #4 Candidate

Setting 3D · n=80

Median abs 2.34%

Bias -0.27%

P25/P75 hit 46.7%

n 120

Rank #5 Candidate

Setting 3D · n=120

Median abs 2.36%

Bias -0.29%

P25/P75 hit 46.7%

n 120

Rank #6 Candidate

Setting 3D · n=160

Median abs 2.38%

Bias -0.28%

P25/P75 hit 45.8%

n 120

Rank #7 Candidate

Setting 5D · n=120

Median abs 2.84%

Bias -0.50%

P25/P75 hit 46.4%

n 112

Rank #8 Candidate

Setting 5D · n=40

Median abs 2.77%

Bias -0.77%

P25/P75 hit 50%

n 112

Rank #9 Candidate

Setting 5D · n=320

Median abs 3.07%

Bias -0.29%

P25/P75 hit 46.4%

n 112

Rank #10 Candidate

Setting 5D · n=80

Median abs 2.95%

Bias -0.56%

P25/P75 hit 49.1%

n 112

Rank #11 Candidate

Setting 5D · n=500

Median abs 3.14%

Bias -0.27%

P25/P75 hit 42%

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: +0.13%

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: -0.28%

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%	3.32%	-0.28%	48.3%	120	2.148
#2	3D	500	2.24%	3.36%	-0.26%	47.5%	120	2.216
#3	3D	240	2.3%	3.37%	-0.27%	42.5%	120	2.264
#4	3D	320	2.33%	3.36%	-0.27%	46.7%	120	2.265
#5	3D	80	2.34%	3.38%	-0.27%	46.7%	120	2.277
#6	3D	120	2.36%	3.36%	-0.29%	46.7%	120	2.283
#7	3D	160	2.38%	3.36%	-0.28%	45.8%	120	2.293
#8	5D	120	2.84%	3.97%	-0.50%	46.4%	112	2.769
#9	5D	40	2.77%	4.03%	-0.77%	50%	112	2.786
#10	5D	320	3.07%	3.92%	-0.29%	46.4%	112	2.835
#11	5D	80	2.95%	4.01%	-0.56%	49.1%	112	2.84
#12	5D	500	3.14%	3.94%	-0.27%	42%	112	2.885
#13	5D	160	3.11%	3.96%	-0.40%	45.5%	112	2.887
#14	5D	240	3.18%	3.95%	-0.30%	45.5%	112	2.904
#15	10D	80	3.67%	6.03%	+1.44%	54.8%	84	4.025
#16	10D	40	3.72%	6.2%	+1.12%	59.5%	84	4.049
#17	10D	120	3.9%	6.1%	+1.53%	53.6%	84	4.18
#18	10D	240	3.96%	6.11%	+1.82%	51.2%	84	4.264
#19	10D	320	3.97%	6.13%	+1.92%	51.2%	84	4.291
#20	10D	500	3.96%	6.14%	+1.98%	50%	84	4.301
#21	10D	160	4.1%	6.12%	+1.65%	51.2%	84	4.312
#22	15D	240	6.53%	8.27%	+2.44%	36.4%	44	6.434
#23	15D	120	6.74%	8.23%	+2.04%	38.6%	44	6.46
#24	15D	80	6.86%	8.38%	+1.70%	38.6%	44	6.522
#25	15D	320	6.69%	8.31%	+2.47%	36.4%	44	6.533
#26	15D	500	6.7%	8.3%	+2.45%	34.1%	44	6.537
#27	15D	160	6.81%	8.27%	+2.27%	36.4%	44	6.549
#28	15D	40	8.06%	8.71%	+0.17%	36.4%	44	7.013