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 2026-03-06

DOE calibrated as-of 2026-03-06

Window 2026-01-20 → 2026-03-03

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月9日下午5:55 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-01-20 → 2026-03-03 · anchors: 120 · latest snapshot: 2026-03-06 · computed at: 2026年7月9日下午5:55 HKT

Median abs error2.27%

Mean abs error3.5%

Bias-0.23%

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 2.27%

Bias -0.23%

P25/P75 hit 45.8%

n 120

Rank Best setting

Setting 3D · n=500

Median abs 2.4%

Bias -0.13%

P25/P75 hit 45.8%

n 120

Rank #2 Candidate

Setting 3D · n=120

Median abs 2.38%

Bias -0.18%

P25/P75 hit 45%

n 120

Rank #3 Candidate

Setting 3D · n=320

Median abs 2.41%

Bias -0.15%

P25/P75 hit 45%

n 120

Rank #4 Candidate

Setting 3D · n=80

Median abs 2.42%

Bias -0.18%

P25/P75 hit 44.2%

n 120

Rank #5 Candidate

Setting 3D · n=240

Median abs 2.42%

Bias -0.16%

P25/P75 hit 40%

n 120

Rank #6 Candidate

Setting 3D · n=160

Median abs 2.44%

Bias -0.18%

P25/P75 hit 43.3%

n 120

Rank #7 Candidate

Setting 5D · n=500

Median abs 3.3%

Bias -0.67%

P25/P75 hit 39.3%

n 112

Rank #8 Candidate

Setting 5D · n=40

Median abs 3.1%

Bias -1.22%

P25/P75 hit 46.4%

n 112

Rank #9 Candidate

Setting 5D · n=320

Median abs 3.36%

Bias -0.71%

P25/P75 hit 43.8%

n 112

Rank #10 Candidate

Setting 5D · n=120

Median abs 3.25%

Bias -0.94%

P25/P75 hit 42%

n 112

Rank #11 Candidate

Setting 5D · n=80

Median abs 3.37%

Bias -0.99%

P25/P75 hit 45.5%

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: +0.25%

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: -0.23%

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	2.27%	3.5%	-0.23%	45.8%	120	2.28
#2	3D	500	2.4%	3.48%	-0.13%	45.8%	120	2.323
#3	3D	120	2.38%	3.5%	-0.18%	45%	120	2.33
#4	3D	320	2.41%	3.48%	-0.15%	45%	120	2.333
#5	3D	80	2.42%	3.53%	-0.18%	44.2%	120	2.362
#6	3D	240	2.42%	3.51%	-0.16%	40%	120	2.363
#7	3D	160	2.44%	3.52%	-0.18%	43.3%	120	2.371
#8	5D	500	3.3%	4.38%	-0.67%	39.3%	112	3.185
#9	5D	40	3.1%	4.5%	-1.22%	46.4%	112	3.192
#10	5D	320	3.36%	4.37%	-0.71%	43.8%	112	3.206
#11	5D	120	3.25%	4.43%	-0.94%	42%	112	3.211
#12	5D	80	3.37%	4.46%	-0.99%	45.5%	112	3.281
#13	5D	160	3.45%	4.41%	-0.82%	42%	112	3.286
#14	5D	240	3.5%	4.39%	-0.72%	42.9%	112	3.287
#15	10D	80	3.84%	6.18%	+1.06%	53.3%	92	4.109
#16	10D	40	3.85%	6.35%	+0.79%	57.6%	92	4.122
#17	10D	120	4.05%	6.23%	+1.16%	53.3%	92	4.246
#18	10D	240	4.14%	6.25%	+1.43%	50%	92	4.347
#19	10D	500	4.09%	6.26%	+1.60%	48.9%	92	4.354
#20	10D	160	4.22%	6.25%	+1.27%	50%	92	4.363
#21	10D	320	4.16%	6.27%	+1.53%	50%	92	4.379
#22	15D	120	6.24%	7.54%	+1.23%	44.2%	52	5.833
#23	15D	160	6.29%	7.57%	+1.43%	42.3%	52	5.903
#24	15D	80	6.38%	7.76%	+0.82%	44.2%	52	5.919
#25	15D	500	6.24%	7.62%	+1.55%	40.4%	52	5.919
#26	15D	240	6.4%	7.56%	+1.59%	42.3%	52	5.979
#27	15D	320	6.38%	7.6%	+1.60%	42.3%	52	5.984
#28	15D	40	7.05%	8.11%	-0.49%	40.4%	52	6.336