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 2026-03-17

DOE calibrated as-of 2026-03-17

Window 2026-01-29 → 2026-03-12

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月8日下午1:07 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-01-29 → 2026-03-12 · anchors: 120 · latest snapshot: 2026-03-17 · computed at: 2026年7月8日下午1:07 HKT

Median abs error2.34%

Mean abs error3.78%

Bias-0.31%

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 2.34%

Bias -0.31%

P25/P75 hit 45%

n 120

Rank Best setting

Setting 3D · n=120

Median abs 2.45%

Bias -0.24%

P25/P75 hit 44.2%

n 120

Rank #2 Candidate

Setting 3D · n=320

Median abs 2.5%

Bias -0.21%

P25/P75 hit 45.8%

n 120

Rank #3 Candidate

Setting 3D · n=500

Median abs 2.56%

Bias -0.19%

P25/P75 hit 45.8%

n 120

Rank #4 Candidate

Setting 3D · n=80

Median abs 2.49%

Bias -0.27%

P25/P75 hit 42.5%

n 120

Rank #5 Candidate

Setting 3D · n=240

Median abs 2.53%

Bias -0.22%

P25/P75 hit 40.8%

n 120

Rank #6 Candidate

Setting 3D · n=160

Median abs 2.57%

Bias -0.24%

P25/P75 hit 43.3%

n 120

Rank #7 Candidate

Setting 5D · n=500

Median abs 3.32%

Bias -0.14%

P25/P75 hit 41.1%

n 112

Rank #8 Candidate

Setting 5D · n=320

Median abs 3.37%

Bias -0.20%

P25/P75 hit 43.8%

n 112

Rank #9 Candidate

Setting 5D · n=120

Median abs 3.37%

Bias -0.40%

P25/P75 hit 42.9%

n 112

Rank #10 Candidate

Setting 5D · n=40

Median abs 3.23%

Bias -0.70%

P25/P75 hit 42%

n 112

Rank #11 Candidate

Setting 5D · n=240

Median abs 3.56%

Bias -0.21%

P25/P75 hit 41.1%

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: +0.20%

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: -0.31%

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	2.34%	3.78%	-0.31%	45%	120	2.427
#2	3D	120	2.45%	3.77%	-0.24%	44.2%	120	2.47
#3	3D	320	2.5%	3.73%	-0.21%	45.8%	120	2.472
#4	3D	500	2.56%	3.7%	-0.19%	45.8%	120	2.489
#5	3D	80	2.49%	3.8%	-0.27%	42.5%	120	2.509
#6	3D	240	2.53%	3.77%	-0.22%	40.8%	120	2.516
#7	3D	160	2.57%	3.78%	-0.24%	43.3%	120	2.536
#8	5D	500	3.32%	4.62%	-0.14%	41.1%	112	3.195
#9	5D	320	3.37%	4.63%	-0.20%	43.8%	112	3.226
#10	5D	120	3.37%	4.71%	-0.40%	42.9%	112	3.286
#11	5D	40	3.23%	4.79%	-0.70%	42%	112	3.292
#12	5D	240	3.56%	4.66%	-0.21%	41.1%	112	3.34
#13	5D	80	3.45%	4.75%	-0.48%	45.5%	112	3.346
#14	5D	160	3.65%	4.68%	-0.29%	42.9%	112	3.399
#15	10D	500	4.76%	6.87%	-0.72%	42.4%	92	4.786
#16	10D	320	4.89%	6.87%	-0.83%	43.5%	92	4.865
#17	10D	240	4.89%	6.85%	-0.95%	43.5%	92	4.876
#18	10D	120	4.97%	6.88%	-1.25%	45.7%	92	4.966
#19	10D	80	5.04%	6.86%	-1.32%	46.7%	92	5.002
#20	10D	160	5.06%	6.9%	-1.14%	44.6%	92	5.005
#21	10D	40	5.01%	7.09%	-1.50%	51.1%	92	5.084
#22	15D	240	6.44%	7.95%	-0.37%	40.3%	72	5.957
#23	15D	320	6.59%	7.95%	-0.29%	40.3%	72	6.02
#24	15D	500	6.7%	7.95%	-0.32%	38.9%	72	6.083
#25	15D	120	6.54%	8.05%	-0.73%	43.1%	72	6.089
#26	15D	160	6.67%	7.98%	-0.53%	41.7%	72	6.103
#27	15D	80	6.66%	8.12%	-1.23%	44.4%	72	6.246
#28	15D	40	7.65%	8.16%	-2.01%	44.4%	72	6.872
#29	20D	120	7.34%	9.47%	-4.46%	55%	40	7.516
#30	20D	160	7.64%	9.17%	-4.19%	55%	40	7.52