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 2026-03-05

DOE calibrated as-of 2026-03-05

Window 2026-01-16 → 2026-03-02

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月9日下午5:59 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-01-16 → 2026-03-02 · anchors: 120 · latest snapshot: 2026-03-05 · computed at: 2026年7月9日下午5:59 HKT

Median abs error2.2%

Mean abs error3.39%

Bias-0.34%

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 2.2%

Bias -0.34%

P25/P75 hit 48.3%

n 120

Rank Best setting

Setting 3D · n=500

Median abs 2.24%

Bias -0.27%

P25/P75 hit 47.5%

n 120

Rank #2 Candidate

Setting 3D · n=320

Median abs 2.33%

Bias -0.28%

P25/P75 hit 46.7%

n 120

Rank #3 Candidate

Setting 3D · n=240

Median abs 2.3%

Bias -0.29%

P25/P75 hit 41.7%

n 120

Rank #4 Candidate

Setting 3D · n=120

Median abs 2.36%

Bias -0.31%

P25/P75 hit 46.7%

n 120

Rank #5 Candidate

Setting 3D · n=80

Median abs 2.36%

Bias -0.30%

P25/P75 hit 45.8%

n 120

Rank #6 Candidate

Setting 3D · n=160

Median abs 2.38%

Bias -0.30%

P25/P75 hit 45%

n 120

Rank #7 Candidate

Setting 5D · n=120

Median abs 3.07%

Bias -0.71%

P25/P75 hit 43.8%

n 112

Rank #8 Candidate

Setting 5D · n=40

Median abs 2.99%

Bias -0.97%

P25/P75 hit 48.2%

n 112

Rank #9 Candidate

Setting 5D · n=500

Median abs 3.23%

Bias -0.45%

P25/P75 hit 41.1%

n 112

Rank #10 Candidate

Setting 5D · n=320

Median abs 3.26%

Bias -0.48%

P25/P75 hit 45.5%

n 112

Rank #11 Candidate

Setting 5D · n=240

Median abs 3.29%

Bias -0.49%

P25/P75 hit 44.6%

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: +0.12%

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: -0.34%

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%	3.39%	-0.34%	48.3%	120	2.217
#2	3D	500	2.24%	3.4%	-0.27%	47.5%	120	2.232
#3	3D	320	2.33%	3.4%	-0.28%	46.7%	120	2.28
#4	3D	240	2.3%	3.42%	-0.29%	41.7%	120	2.286
#5	3D	120	2.36%	3.41%	-0.31%	46.7%	120	2.303
#6	3D	80	2.36%	3.43%	-0.30%	45.8%	120	2.311
#7	3D	160	2.38%	3.42%	-0.30%	45%	120	2.319
#8	5D	120	3.07%	4.18%	-0.71%	43.8%	112	2.995
#9	5D	40	2.99%	4.22%	-0.97%	48.2%	112	2.997
#10	5D	500	3.23%	4.12%	-0.45%	41.1%	112	3.022
#11	5D	320	3.26%	4.11%	-0.48%	45.5%	112	3.027
#12	5D	240	3.29%	4.13%	-0.49%	44.6%	112	3.052
#13	5D	80	3.23%	4.21%	-0.76%	47.3%	112	3.084
#14	5D	160	3.35%	4.15%	-0.60%	43.8%	112	3.108
#15	10D	80	3.84%	6.09%	+1.39%	53.4%	88	4.127
#16	10D	40	3.85%	6.27%	+1.09%	58%	88	4.138
#17	10D	120	4.05%	6.15%	+1.49%	53.4%	88	4.268
#18	10D	240	4.14%	6.18%	+1.78%	50%	88	4.375
#19	10D	500	4.09%	6.19%	+1.94%	48.9%	88	4.38
#20	10D	160	4.22%	6.17%	+1.61%	50%	88	4.386
#21	10D	320	4.16%	6.19%	+1.87%	50%	88	4.402
#22	15D	120	6.61%	7.98%	+1.43%	39.6%	48	6.214
#23	15D	240	6.53%	8%	+1.81%	37.5%	48	6.243
#24	15D	320	6.69%	8.05%	+1.84%	37.5%	48	6.345
#25	15D	80	6.86%	8.16%	+1.07%	39.6%	48	6.347
#26	15D	500	6.7%	8.05%	+1.80%	35.4%	48	6.349
#27	15D	160	6.81%	8.02%	+1.64%	37.5%	48	6.364
#28	15D	40	8.06%	8.54%	-0.40%	37.5%	48	6.985