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 2026-03-19

DOE calibrated as-of 2026-03-19

Window 2026-02-02 → 2026-03-16

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月8日下午12:59 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-02-02 → 2026-03-16 · anchors: 120 · latest snapshot: 2026-03-19 · computed at: 2026年7月8日下午12:59 HKT

Median abs error2.28%

Mean abs error3.7%

Bias-0.25%

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 -0.25%

P25/P75 hit 45%

n 120

Rank Best setting

Setting 3D · n=320

Median abs 2.43%

Bias -0.10%

P25/P75 hit 47.5%

n 120

Rank #2 Candidate

Setting 3D · n=120

Median abs 2.38%

Bias -0.15%

P25/P75 hit 45.8%

n 120

Rank #3 Candidate

Setting 3D · n=500

Median abs 2.5%

Bias -0.08%

P25/P75 hit 46.7%

n 120

Rank #4 Candidate

Setting 3D · n=240

Median abs 2.43%

Bias -0.12%

P25/P75 hit 42.5%

n 120

Rank #5 Candidate

Setting 3D · n=160

Median abs 2.47%

Bias -0.14%

P25/P75 hit 44.2%

n 120

Rank #6 Candidate

Setting 3D · n=80

Median abs 2.48%

Bias -0.18%

P25/P75 hit 43.3%

n 120

Rank #7 Candidate

Setting 5D · n=500

Median abs 3.3%

Bias -0.18%

P25/P75 hit 42.9%

n 112

Rank #8 Candidate

Setting 5D · n=320

Median abs 3.36%

Bias -0.23%

P25/P75 hit 44.6%

n 112

Rank #9 Candidate

Setting 5D · n=120

Median abs 3.33%

Bias -0.43%

P25/P75 hit 43.8%

n 112

Rank #10 Candidate

Setting 5D · n=40

Median abs 3.26%

Bias -0.71%

P25/P75 hit 42.9%

n 112

Rank #11 Candidate

Setting 5D · n=240

Median abs 3.53%

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: +0.30%

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: -0.25%

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%	3.7%	-0.25%	45%	120	2.36
#2	3D	320	2.43%	3.64%	-0.10%	47.5%	120	2.385
#3	3D	120	2.38%	3.68%	-0.15%	45.8%	120	2.386
#4	3D	500	2.5%	3.62%	-0.08%	46.7%	120	2.412
#5	3D	240	2.43%	3.68%	-0.12%	42.5%	120	2.415
#6	3D	160	2.47%	3.68%	-0.14%	44.2%	120	2.434
#7	3D	80	2.48%	3.72%	-0.18%	43.3%	120	2.461
#8	5D	500	3.3%	4.48%	-0.18%	42.9%	112	3.138
#9	5D	320	3.36%	4.5%	-0.23%	44.6%	112	3.178
#10	5D	120	3.33%	4.58%	-0.43%	43.8%	112	3.223
#11	5D	40	3.26%	4.7%	-0.71%	42.9%	112	3.274
#12	5D	240	3.53%	4.52%	-0.25%	42%	112	3.279
#13	5D	160	3.57%	4.55%	-0.32%	43.8%	112	3.316
#14	5D	80	3.46%	4.64%	-0.52%	45.5%	112	3.318
#15	10D	500	4.65%	7.09%	-0.20%	41.3%	92	4.733
#16	10D	240	4.67%	7.07%	-0.42%	43.5%	92	4.764
#17	10D	160	4.68%	7.08%	-0.64%	45.7%	92	4.8
#18	10D	120	4.72%	7.04%	-0.73%	47.8%	92	4.814
#19	10D	80	4.76%	7%	-0.80%	48.9%	92	4.828
#20	10D	320	4.83%	7.08%	-0.31%	42.4%	92	4.834
#21	10D	40	4.64%	7.19%	-0.91%	51.1%	92	4.845
#22	15D	240	6.53%	8.57%	-1.90%	36.1%	72	6.459
#23	15D	320	6.74%	8.55%	-1.80%	36.1%	72	6.542
#24	15D	500	6.77%	8.5%	-1.80%	34.7%	72	6.543
#25	15D	160	6.81%	8.67%	-2.13%	37.5%	72	6.665
#26	15D	120	7.01%	8.78%	-2.36%	38.9%	72	6.835
#27	15D	80	7.65%	8.86%	-2.80%	40.3%	72	7.245
#28	15D	40	8.29%	9%	-3.52%	37.5%	72	7.729
#29	20D	160	9.2%	9.87%	-4.29%	47.9%	48	8.578
#30	20D	240	9.56%	9.9%	-4.33%	43.8%	48	8.785