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 2026-03-09

DOE calibrated as-of 2026-03-09

Window 2026-01-21 → 2026-03-04

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月9日下午5:51 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-01-21 → 2026-03-04 · anchors: 120 · latest snapshot: 2026-03-09 · computed at: 2026年7月9日下午5:51 HKT

Median abs error2.29%

Mean abs error3.54%

Bias-0.25%

Inside P25/P7545%

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 2.29%

Bias -0.25%

P25/P75 hit 45%

n 120

Rank Best setting

Setting 3D · n=120

Median abs 2.4%

Bias -0.21%

P25/P75 hit 44.2%

n 120

Rank #2 Candidate

Setting 3D · n=320

Median abs 2.46%

Bias -0.18%

P25/P75 hit 44.2%

n 120

Rank #3 Candidate

Setting 3D · n=240

Median abs 2.43%

Bias -0.19%

P25/P75 hit 39.2%

n 120

Rank #4 Candidate

Setting 3D · n=500

Median abs 2.5%

Bias -0.15%

P25/P75 hit 45%

n 120

Rank #5 Candidate

Setting 3D · n=160

Median abs 2.47%

Bias -0.21%

P25/P75 hit 42.5%

n 120

Rank #6 Candidate

Setting 3D · n=80

Median abs 2.48%

Bias -0.21%

P25/P75 hit 43.3%

n 120

Rank #7 Candidate

Setting 5D · n=500

Median abs 3.28%

Bias -0.69%

P25/P75 hit 39.3%

n 112

Rank #8 Candidate

Setting 5D · n=320

Median abs 3.35%

Bias -0.74%

P25/P75 hit 43.8%

n 112

Rank #9 Candidate

Setting 5D · n=120

Median abs 3.25%

Bias -0.97%

P25/P75 hit 42%

n 112

Rank #10 Candidate

Setting 5D · n=40

Median abs 3.13%

Bias -1.29%

P25/P75 hit 44.6%

n 112

Rank #11 Candidate

Setting 5D · n=240

Median abs 3.43%

Bias -0.75%

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: +0.22%

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: -0.25%

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	2.29%	3.54%	-0.25%	45%	120	2.309
#2	3D	120	2.4%	3.56%	-0.21%	44.2%	120	2.367
#3	3D	320	2.46%	3.56%	-0.18%	44.2%	120	2.393
#4	3D	240	2.43%	3.58%	-0.19%	39.2%	120	2.399
#5	3D	500	2.5%	3.55%	-0.15%	45%	120	2.403
#6	3D	160	2.47%	3.58%	-0.21%	42.5%	120	2.413
#7	3D	80	2.48%	3.58%	-0.21%	43.3%	120	2.416
#8	5D	500	3.28%	4.37%	-0.69%	39.3%	112	3.175
#9	5D	320	3.35%	4.36%	-0.74%	43.8%	112	3.203
#10	5D	120	3.25%	4.42%	-0.97%	42%	112	3.213
#11	5D	40	3.13%	4.51%	-1.29%	44.6%	112	3.226
#12	5D	240	3.43%	4.39%	-0.75%	42%	112	3.259
#13	5D	80	3.37%	4.45%	-1.03%	44.6%	112	3.286
#14	5D	160	3.45%	4.41%	-0.85%	42%	112	3.291
#15	10D	80	3.62%	5.61%	+0.45%	55.4%	92	3.703
#16	10D	40	3.72%	5.78%	+0.20%	59.8%	92	3.763
#17	10D	120	3.78%	5.67%	+0.57%	55.4%	92	3.822
#18	10D	160	3.86%	5.69%	+0.69%	52.2%	92	3.895
#19	10D	240	3.96%	5.7%	+0.87%	51.1%	92	3.978
#20	10D	320	3.97%	5.72%	+0.97%	51.1%	92	4.005
#21	10D	500	3.96%	5.72%	+1.05%	48.9%	92	4.017
#22	15D	120	6.24%	7.72%	+1.21%	44.6%	56	5.892
#23	15D	160	6.29%	7.74%	+1.40%	42.9%	56	5.957
#24	15D	500	6.24%	7.76%	+1.55%	41.1%	56	5.966
#25	15D	80	6.38%	7.98%	+0.77%	44.6%	56	5.987
#26	15D	240	6.4%	7.72%	+1.56%	42.9%	56	6.029
#27	15D	320	6.38%	7.75%	+1.59%	42.9%	56	6.034
#28	15D	40	7.05%	8.25%	-0.52%	41.1%	56	6.388