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 2026-03-12

DOE calibrated as-of 2026-03-12

Window 2026-01-26 → 2026-03-09

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月9日下午5:39 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-01-26 → 2026-03-09 · anchors: 120 · latest snapshot: 2026-03-12 · computed at: 2026年7月9日下午5:39 HKT

Median abs error2.33%

Mean abs error3.79%

Bias-0.35%

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 2.33%

Bias -0.35%

P25/P75 hit 45%

n 120

Rank Best setting

Setting 3D · n=320

Median abs 2.47%

Bias -0.23%

P25/P75 hit 45%

n 120

Rank #2 Candidate

Setting 3D · n=120

Median abs 2.45%

Bias -0.27%

P25/P75 hit 43.3%

n 120

Rank #3 Candidate

Setting 3D · n=500

Median abs 2.53%

Bias -0.19%

P25/P75 hit 45%

n 120

Rank #4 Candidate

Setting 3D · n=240

Median abs 2.48%

Bias -0.24%

P25/P75 hit 40%

n 120

Rank #5 Candidate

Setting 3D · n=80

Median abs 2.48%

Bias -0.30%

P25/P75 hit 42.5%

n 120

Rank #6 Candidate

Setting 3D · n=160

Median abs 2.54%

Bias -0.29%

P25/P75 hit 42.5%

n 120

Rank #7 Candidate

Setting 5D · n=500

Median abs 3.28%

Bias -0.16%

P25/P75 hit 40.2%

n 112

Rank #8 Candidate

Setting 5D · n=320

Median abs 3.35%

Bias -0.23%

P25/P75 hit 44.6%

n 112

Rank #9 Candidate

Setting 5D · n=120

Median abs 3.25%

Bias -0.49%

P25/P75 hit 42.9%

n 112

Rank #10 Candidate

Setting 5D · n=40

Median abs 3.16%

Bias -0.84%

P25/P75 hit 42.9%

n 112

Rank #11 Candidate

Setting 5D · n=240

Median abs 3.43%

Bias -0.25%

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: +0.19%

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: -0.35%

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	2.33%	3.79%	-0.35%	45%	120	2.432
#2	3D	320	2.47%	3.77%	-0.23%	45%	120	2.477
#3	3D	120	2.45%	3.8%	-0.27%	43.3%	120	2.487
#4	3D	500	2.53%	3.75%	-0.19%	45%	120	2.494
#5	3D	240	2.48%	3.81%	-0.24%	40%	120	2.51
#6	3D	80	2.48%	3.83%	-0.30%	42.5%	120	2.519
#7	3D	160	2.54%	3.82%	-0.29%	42.5%	120	2.544
#8	5D	500	3.28%	4.59%	-0.16%	40.2%	112	3.17
#9	5D	320	3.35%	4.59%	-0.23%	44.6%	112	3.205
#10	5D	120	3.25%	4.64%	-0.49%	42.9%	112	3.215
#11	5D	40	3.16%	4.69%	-0.84%	42.9%	112	3.24
#12	5D	240	3.43%	4.62%	-0.25%	42%	112	3.265
#13	5D	80	3.37%	4.66%	-0.57%	45.5%	112	3.288
#14	5D	160	3.45%	4.63%	-0.36%	42.9%	112	3.292
#15	10D	500	4.87%	6.67%	-0.40%	42.4%	92	4.724
#16	10D	240	4.83%	6.67%	-0.58%	44.6%	92	4.725
#17	10D	320	4.89%	6.68%	-0.47%	44.6%	92	4.742
#18	10D	120	4.85%	6.69%	-0.92%	46.7%	92	4.788
#19	10D	160	4.92%	6.7%	-0.80%	45.7%	92	4.811
#20	10D	80	5.04%	6.67%	-1.03%	47.8%	92	4.889
#21	10D	40	5.09%	6.92%	-1.35%	52.2%	92	5.039
#22	15D	120	6.4%	8.08%	+0.75%	44.1%	68	6.03
#23	15D	240	6.4%	8.06%	+1.08%	41.2%	68	6.08
#24	15D	320	6.38%	8.08%	+1.12%	41.2%	68	6.083
#25	15D	160	6.52%	8.06%	+0.94%	42.6%	68	6.116
#26	15D	80	6.66%	8.19%	+0.35%	44.1%	68	6.139
#27	15D	500	6.49%	8.09%	+1.08%	38.2%	68	6.143
#28	15D	40	7.65%	8.48%	-0.72%	41.2%	68	6.798