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 2026-03-10

DOE calibrated as-of 2026-03-10

Window 2026-01-22 → 2026-03-05

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月9日下午5:47 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=500

DOE results snapshot · Window: 2026-01-22 → 2026-03-05 · anchors: 120 · latest snapshot: 2026-03-10 · computed at: 2026年7月9日下午5:47 HKT

Median abs error2.28%

Mean abs error3.51%

Bias-0.11%

Inside P25/P7546.7%

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=500

Median abs 2.28%

Bias -0.11%

P25/P75 hit 46.7%

n 120

Rank Best setting

Setting 3D · n=40

Median abs 2.27%

Bias -0.25%

P25/P75 hit 46.7%

n 120

Rank #2 Candidate

Setting 3D · n=120

Median abs 2.37%

Bias -0.17%

P25/P75 hit 45.8%

n 120

Rank #3 Candidate

Setting 3D · n=80

Median abs 2.36%

Bias -0.19%

P25/P75 hit 45%

n 120

Rank #4 Candidate

Setting 3D · n=320

Median abs 2.41%

Bias -0.14%

P25/P75 hit 45.8%

n 120

Rank #5 Candidate

Setting 3D · n=240

Median abs 2.38%

Bias -0.15%

P25/P75 hit 40.8%

n 120

Rank #6 Candidate

Setting 3D · n=160

Median abs 2.41%

Bias -0.17%

P25/P75 hit 44.2%

n 120

Rank #7 Candidate

Setting 5D · n=500

Median abs 3.23%

Bias -0.59%

P25/P75 hit 40.2%

n 112

Rank #8 Candidate

Setting 5D · n=320

Median abs 3.26%

Bias -0.65%

P25/P75 hit 44.6%

n 112

Rank #9 Candidate

Setting 5D · n=120

Median abs 3.2%

Bias -0.88%

P25/P75 hit 42.9%

n 112

Rank #10 Candidate

Setting 5D · n=240

Median abs 3.34%

Bias -0.67%

P25/P75 hit 42.9%

n 112

Rank #11 Candidate

Setting 5D · n=40

Median abs 3.14%

Bias -1.21%

P25/P75 hit 42.9%

n 112

Rank #12 Candidate

Best setting 3D · n=500: 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: +0.26%

Best setting 3D · n=500: 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: -0.11%

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	500	2.28%	3.51%	-0.11%	46.7%	120	2.268
#2	3D	40	2.27%	3.54%	-0.25%	46.7%	120	2.295
#3	3D	120	2.37%	3.52%	-0.17%	45.8%	120	2.328
#4	3D	80	2.36%	3.56%	-0.19%	45%	120	2.342
#5	3D	320	2.41%	3.52%	-0.14%	45.8%	120	2.344
#6	3D	240	2.38%	3.55%	-0.15%	40.8%	120	2.353
#7	3D	160	2.41%	3.55%	-0.17%	44.2%	120	2.363
#8	5D	500	3.23%	4.31%	-0.59%	40.2%	112	3.112
#9	5D	320	3.26%	4.31%	-0.65%	44.6%	112	3.125
#10	5D	120	3.2%	4.36%	-0.88%	42.9%	112	3.151
#11	5D	240	3.34%	4.34%	-0.67%	42.9%	112	3.182
#12	5D	40	3.14%	4.48%	-1.21%	42.9%	112	3.212
#13	5D	80	3.31%	4.41%	-0.95%	45.5%	112	3.227
#14	5D	160	3.39%	4.36%	-0.76%	42.9%	112	3.228
#15	10D	80	4.17%	5.87%	+0.13%	52.2%	92	4.029
#16	10D	120	4.22%	5.93%	+0.22%	52.2%	92	4.088
#17	10D	40	4.2%	6.05%	-0.13%	58.7%	92	4.09
#18	10D	160	4.31%	5.97%	+0.33%	48.9%	92	4.172
#19	10D	500	4.21%	5.99%	+0.65%	45.7%	92	4.185
#20	10D	320	4.31%	5.99%	+0.60%	47.8%	92	4.222
#21	10D	240	4.42%	5.98%	+0.50%	47.8%	92	4.259
#22	15D	120	5.61%	7.54%	+0.80%	46.7%	60	5.447
#23	15D	160	5.9%	7.55%	+0.99%	45%	60	5.629
#24	15D	80	6.04%	7.74%	+0.45%	46.7%	60	5.68
#25	15D	240	6.14%	7.54%	+1.12%	43.3%	60	5.769
#26	15D	500	6.24%	7.59%	+1.10%	41.7%	60	5.837
#27	15D	320	6.26%	7.57%	+1.15%	43.3%	60	5.844
#28	15D	40	6.45%	8.01%	-0.75%	43.3%	60	6.033