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 2026-03-13

DOE calibrated as-of 2026-03-13

Window 2026-01-27 → 2026-03-10

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月9日下午5:34 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-01-27 → 2026-03-10 · anchors: 120 · latest snapshot: 2026-03-13 · computed at: 2026年7月9日下午5:34 HKT

Median abs error2.42%

Mean abs error3.99%

Bias-0.24%

Inside P25/P7541.7%

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=40

Median abs 2.42%

Bias -0.24%

P25/P75 hit 41.7%

n 120

Rank Best setting

Setting 3D · n=500

Median abs 2.65%

Bias -0.10%

P25/P75 hit 42.5%

n 120

Rank #2 Candidate

Setting 3D · n=80

Median abs 2.6%

Bias -0.19%

P25/P75 hit 40%

n 120

Rank #3 Candidate

Setting 3D · n=120

Median abs 2.66%

Bias -0.17%

P25/P75 hit 40.8%

n 120

Rank #4 Candidate

Setting 3D · n=320

Median abs 2.77%

Bias -0.13%

P25/P75 hit 42.5%

n 120

Rank #5 Candidate

Setting 3D · n=160

Median abs 2.76%

Bias -0.17%

P25/P75 hit 40%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.81%

Bias -0.14%

P25/P75 hit 37.5%

n 120

Rank #7 Candidate

Setting 5D · n=500

Median abs 3.3%

Bias -0.11%

P25/P75 hit 41.1%

n 112

Rank #8 Candidate

Setting 5D · n=320

Median abs 3.36%

Bias -0.18%

P25/P75 hit 44.6%

n 112

Rank #9 Candidate

Setting 5D · n=40

Median abs 3.16%

Bias -0.80%

P25/P75 hit 42.9%

n 112

Rank #10 Candidate

Setting 5D · n=120

Median abs 3.3%

Bias -0.44%

P25/P75 hit 43.8%

n 112

Rank #11 Candidate

Setting 5D · n=80

Median abs 3.37%

Bias -0.53%

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: +0.28%

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: -0.24%

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	2.42%	3.99%	-0.24%	41.7%	120	2.538
#2	3D	500	2.65%	3.92%	-0.10%	42.5%	120	2.606
#3	3D	80	2.6%	4.01%	-0.19%	40%	120	2.632
#4	3D	120	2.66%	3.99%	-0.17%	40.8%	120	2.65
#5	3D	320	2.77%	3.95%	-0.13%	42.5%	120	2.681
#6	3D	160	2.76%	4%	-0.17%	40%	120	2.706
#7	3D	240	2.81%	4%	-0.14%	37.5%	120	2.732
#8	5D	500	3.3%	4.66%	-0.11%	41.1%	112	3.195
#9	5D	320	3.36%	4.66%	-0.18%	44.6%	112	3.227
#10	5D	40	3.16%	4.72%	-0.80%	42.9%	112	3.245
#11	5D	120	3.3%	4.7%	-0.44%	43.8%	112	3.251
#12	5D	80	3.37%	4.72%	-0.53%	45.5%	112	3.303
#13	5D	240	3.5%	4.68%	-0.19%	42%	112	3.312
#14	5D	160	3.57%	4.69%	-0.31%	42.9%	112	3.366
#15	10D	500	4.87%	7.06%	-0.98%	42.4%	92	4.947
#16	10D	240	4.83%	7.06%	-1.18%	44.6%	92	4.951
#17	10D	320	4.89%	7.07%	-1.05%	44.6%	92	4.965
#18	10D	120	4.85%	7.08%	-1.51%	46.7%	92	5.013
#19	10D	160	4.92%	7.09%	-1.39%	45.7%	92	5.036
#20	10D	80	5.04%	7.06%	-1.60%	47.8%	92	5.111
#21	10D	40	5.09%	7.3%	-1.95%	52.2%	92	5.262
#22	15D	240	6.44%	8.08%	+0.64%	40.3%	72	6.043
#23	15D	320	6.5%	8.08%	+0.69%	40.3%	72	6.081
#24	15D	120	6.61%	8.12%	+0.31%	43.1%	72	6.086
#25	15D	160	6.67%	8.09%	+0.48%	41.7%	72	6.134
#26	15D	500	6.6%	8.08%	+0.67%	37.5%	72	6.135
#27	15D	80	6.86%	8.22%	-0.14%	43.1%	72	6.22
#28	15D	40	7.9%	8.45%	-1.12%	41.7%	72	6.971