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 2026-03-18

DOE calibrated as-of 2026-03-18

Window 2026-01-30 → 2026-03-13

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月8日下午1:02 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-01-30 → 2026-03-13 · anchors: 120 · latest snapshot: 2026-03-18 · computed at: 2026年7月8日下午1:02 HKT

Median abs error2.28%

Mean abs error3.72%

Bias-0.27%

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 2.28%

Bias -0.27%

P25/P75 hit 45%

n 120

Rank Best setting

Setting 3D · n=320

Median abs 2.43%

Bias -0.16%

P25/P75 hit 47.5%

n 120

Rank #2 Candidate

Setting 3D · n=120

Median abs 2.38%

Bias -0.19%

P25/P75 hit 45.8%

n 120

Rank #3 Candidate

Setting 3D · n=500

Median abs 2.5%

Bias -0.13%

P25/P75 hit 46.7%

n 120

Rank #4 Candidate

Setting 3D · n=240

Median abs 2.43%

Bias -0.16%

P25/P75 hit 42.5%

n 120

Rank #5 Candidate

Setting 3D · n=160

Median abs 2.51%

Bias -0.19%

P25/P75 hit 44.2%

n 120

Rank #6 Candidate

Setting 3D · n=80

Median abs 2.48%

Bias -0.23%

P25/P75 hit 43.3%

n 120

Rank #7 Candidate

Setting 5D · n=500

Median abs 3.28%

Bias +0.03%

P25/P75 hit 42.9%

n 112

Rank #8 Candidate

Setting 5D · n=120

Median abs 3.2%

Bias -0.23%

P25/P75 hit 44.6%

n 112

Rank #9 Candidate

Setting 5D · n=320

Median abs 3.35%

Bias -0.02%

P25/P75 hit 45.5%

n 112

Rank #10 Candidate

Setting 5D · n=240

Median abs 3.43%

Bias -0.03%

P25/P75 hit 42.9%

n 112

Rank #11 Candidate

Setting 5D · n=40

Median abs 3.19%

Bias -0.51%

P25/P75 hit 42.9%

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: +0.25%

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: -0.27%

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	2.28%	3.72%	-0.27%	45%	120	2.37
#2	3D	320	2.43%	3.64%	-0.16%	47.5%	120	2.394
#3	3D	120	2.38%	3.69%	-0.19%	45.8%	120	2.395
#4	3D	500	2.5%	3.61%	-0.13%	46.7%	120	2.416
#5	3D	240	2.43%	3.68%	-0.16%	42.5%	120	2.421
#6	3D	160	2.51%	3.69%	-0.19%	44.2%	120	2.465
#7	3D	80	2.48%	3.73%	-0.23%	43.3%	120	2.472
#8	5D	500	3.28%	4.43%	+0.03%	42.9%	112	3.088
#9	5D	120	3.2%	4.52%	-0.23%	44.6%	112	3.105
#10	5D	320	3.35%	4.44%	-0.02%	45.5%	112	3.118
#11	5D	240	3.43%	4.47%	-0.03%	42.9%	112	3.177
#12	5D	40	3.19%	4.61%	-0.51%	42.9%	112	3.178
#13	5D	160	3.45%	4.49%	-0.12%	44.6%	112	3.203
#14	5D	80	3.4%	4.57%	-0.31%	46.4%	112	3.23
#15	10D	500	4.5%	6.87%	-0.23%	42.4%	92	4.583
#16	10D	240	4.57%	6.84%	-0.45%	44.6%	92	4.635
#17	10D	320	4.63%	6.86%	-0.34%	43.5%	92	4.658
#18	10D	160	4.64%	6.87%	-0.65%	46.7%	92	4.705
#19	10D	120	4.69%	6.85%	-0.74%	48.9%	92	4.731
#20	10D	40	4.64%	6.95%	-0.93%	54.3%	92	4.756
#21	10D	80	4.76%	6.8%	-0.81%	50%	92	4.757
#22	15D	240	6.22%	8.07%	-0.70%	38.9%	72	5.942
#23	15D	320	6.5%	8.06%	-0.62%	38.9%	72	6.067
#24	15D	500	6.6%	8.04%	-0.63%	37.5%	72	6.115
#25	15D	160	6.64%	8.14%	-0.91%	40.3%	72	6.205
#26	15D	120	6.54%	8.22%	-1.12%	41.7%	72	6.211
#27	15D	80	6.88%	8.26%	-1.56%	43.1%	72	6.457
#28	15D	40	7.65%	8.25%	-2.27%	43.1%	72	6.945
#29	20D	160	8.76%	9.54%	-5.01%	50%	44	8.346
#30	20D	120	8.88%	9.83%	-5.27%	52.3%	44	8.54