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 2026-03-16

DOE calibrated as-of 2026-03-16

Window 2026-01-28 → 2026-03-11

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月9日下午5:30 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-01-28 → 2026-03-11 · anchors: 120 · latest snapshot: 2026-03-16 · computed at: 2026年7月9日下午5:30 HKT

Median abs error2.38%

Mean abs error3.8%

Bias-0.16%

Inside P25/P7543.3%

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 2.38%

Bias -0.16%

P25/P75 hit 43.3%

n 120

Rank Best setting

Setting 3D · n=500

Median abs 2.59%

Bias -0.04%

P25/P75 hit 44.2%

n 120

Rank #2 Candidate

Setting 3D · n=320

Median abs 2.58%

Bias -0.06%

P25/P75 hit 44.2%

n 120

Rank #3 Candidate

Setting 3D · n=120

Median abs 2.54%

Bias -0.10%

P25/P75 hit 42.5%

n 120

Rank #4 Candidate

Setting 3D · n=80

Median abs 2.52%

Bias -0.13%

P25/P75 hit 41.7%

n 120

Rank #5 Candidate

Setting 3D · n=240

Median abs 2.57%

Bias -0.07%

P25/P75 hit 39.2%

n 120

Rank #6 Candidate

Setting 3D · n=160

Median abs 2.61%

Bias -0.11%

P25/P75 hit 41.7%

n 120

Rank #7 Candidate

Setting 5D · n=500

Median abs 3.36%

Bias -0.34%

P25/P75 hit 40.2%

n 112

Rank #8 Candidate

Setting 5D · n=320

Median abs 3.37%

Bias -0.41%

P25/P75 hit 43.8%

n 112

Rank #9 Candidate

Setting 5D · n=40

Median abs 3.22%

Bias -0.98%

P25/P75 hit 42.9%

n 112

Rank #10 Candidate

Setting 5D · n=120

Median abs 3.37%

Bias -0.64%

P25/P75 hit 42.9%

n 112

Rank #11 Candidate

Setting 5D · n=80

Median abs 3.42%

Bias -0.73%

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: +0.35%

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: -0.16%

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	2.38%	3.8%	-0.16%	43.3%	120	2.436
#2	3D	500	2.59%	3.72%	-0.04%	44.2%	120	2.492
#3	3D	320	2.58%	3.74%	-0.06%	44.2%	120	2.498
#4	3D	120	2.54%	3.79%	-0.10%	42.5%	120	2.505
#5	3D	80	2.52%	3.81%	-0.13%	41.7%	120	2.509
#6	3D	240	2.57%	3.79%	-0.07%	39.2%	120	2.524
#7	3D	160	2.61%	3.8%	-0.11%	41.7%	120	2.547
#8	5D	500	3.36%	4.6%	-0.34%	40.2%	112	3.241
#9	5D	320	3.37%	4.61%	-0.41%	43.8%	112	3.25
#10	5D	40	3.22%	4.72%	-0.98%	42.9%	112	3.302
#11	5D	120	3.37%	4.66%	-0.64%	42.9%	112	3.305
#12	5D	80	3.42%	4.69%	-0.73%	45.5%	112	3.347
#13	5D	240	3.56%	4.64%	-0.41%	41.1%	112	3.363
#14	5D	160	3.65%	4.64%	-0.53%	42.9%	112	3.421
#15	10D	500	4.7%	6.82%	-0.99%	43.5%	92	4.777
#16	10D	240	4.81%	6.83%	-1.20%	44.6%	92	4.864
#17	10D	320	4.85%	6.83%	-1.08%	44.6%	92	4.866
#18	10D	120	4.85%	6.85%	-1.52%	46.7%	92	4.934
#19	10D	160	4.92%	6.87%	-1.40%	45.7%	92	4.96
#20	10D	80	5.04%	6.84%	-1.62%	47.8%	92	5.038
#21	10D	40	5.09%	7.09%	-1.83%	52.2%	92	5.171
#22	15D	240	6.2%	7.71%	+0.30%	41.7%	72	5.739
#23	15D	120	6.24%	7.79%	-0.05%	44.4%	72	5.743
#24	15D	160	6.29%	7.74%	+0.14%	43.1%	72	5.767
#25	15D	320	6.38%	7.73%	+0.37%	41.7%	72	5.847
#26	15D	500	6.49%	7.72%	+0.33%	40.3%	72	5.896
#27	15D	80	6.38%	7.84%	-0.54%	45.8%	72	5.901
#28	15D	40	7.05%	8.02%	-1.51%	44.4%	72	6.447