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 2026-03-20

DOE calibrated as-of 2026-03-20

Window 2026-02-03 → 2026-03-17

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月8日下午12:55 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-02-03 → 2026-03-17 · anchors: 120 · latest snapshot: 2026-03-20 · computed at: 2026年7月8日下午12:55 HKT

Median abs error2.24%

Mean abs error3.69%

Bias-0.45%

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 2.24%

Bias -0.45%

P25/P75 hit 45%

n 120

Rank Best setting

Setting 3D · n=120

Median abs 2.38%

Bias -0.37%

P25/P75 hit 45.8%

n 120

Rank #2 Candidate

Setting 3D · n=320

Median abs 2.43%

Bias -0.34%

P25/P75 hit 47.5%

n 120

Rank #3 Candidate

Setting 3D · n=240

Median abs 2.43%

Bias -0.36%

P25/P75 hit 42.5%

n 120

Rank #4 Candidate

Setting 3D · n=80

Median abs 2.42%

Bias -0.39%

P25/P75 hit 43.3%

n 120

Rank #5 Candidate

Setting 3D · n=500

Median abs 2.51%

Bias -0.31%

P25/P75 hit 46.7%

n 120

Rank #6 Candidate

Setting 3D · n=160

Median abs 2.47%

Bias -0.37%

P25/P75 hit 45%

n 120

Rank #7 Candidate

Setting 5D · n=500

Median abs 3.32%

Bias -0.66%

P25/P75 hit 42.9%

n 112

Rank #8 Candidate

Setting 5D · n=120

Median abs 3.2%

Bias -0.88%

P25/P75 hit 43.8%

n 112

Rank #9 Candidate

Setting 5D · n=320

Median abs 3.36%

Bias -0.71%

P25/P75 hit 44.6%

n 112

Rank #10 Candidate

Setting 5D · n=240

Median abs 3.43%

Bias -0.73%

P25/P75 hit 42%

n 112

Rank #11 Candidate

Setting 5D · n=40

Median abs 3.23%

Bias -1.14%

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: +0.06%

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: -0.45%

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	2.24%	3.69%	-0.45%	45%	120	2.367
#2	3D	120	2.38%	3.66%	-0.37%	45.8%	120	2.412
#3	3D	320	2.43%	3.63%	-0.34%	47.5%	120	2.418
#4	3D	240	2.43%	3.67%	-0.36%	42.5%	120	2.447
#5	3D	80	2.42%	3.69%	-0.39%	43.3%	120	2.452
#6	3D	500	2.51%	3.62%	-0.31%	46.7%	120	2.452
#7	3D	160	2.47%	3.66%	-0.37%	45%	120	2.459
#8	5D	500	3.32%	4.61%	-0.66%	42.9%	112	3.265
#9	5D	120	3.2%	4.7%	-0.88%	43.8%	112	3.268
#10	5D	320	3.36%	4.63%	-0.71%	44.6%	112	3.295
#11	5D	240	3.43%	4.65%	-0.73%	42%	112	3.347
#12	5D	40	3.23%	4.84%	-1.14%	42.9%	112	3.373
#13	5D	80	3.42%	4.78%	-0.95%	45.5%	112	3.412
#14	5D	160	3.57%	4.69%	-0.81%	43.8%	112	3.439
#15	10D	500	4.65%	7.08%	-0.55%	41.3%	92	4.782
#16	10D	240	4.65%	7.05%	-0.76%	43.5%	92	4.798
#17	10D	160	4.68%	7.08%	-0.96%	45.7%	92	4.848
#18	10D	120	4.72%	7.03%	-1.04%	46.7%	92	4.86
#19	10D	80	4.76%	7.01%	-1.09%	47.8%	92	4.877
#20	10D	40	4.64%	7.17%	-1.19%	51.1%	92	4.88
#21	10D	320	4.84%	7.08%	-0.64%	42.4%	92	4.888
#22	15D	500	6.85%	8.94%	-2.89%	34.7%	72	6.901
#23	15D	320	6.84%	8.98%	-2.90%	36.1%	72	6.908
#24	15D	240	6.85%	8.99%	-3.00%	36.1%	72	6.931
#25	15D	160	6.81%	9.08%	-3.26%	37.5%	72	6.978
#26	15D	120	7.02%	9.21%	-3.52%	38.9%	72	7.164
#27	15D	80	7.65%	9.33%	-3.98%	40.3%	72	7.587
#28	15D	40	8.29%	9.5%	-4.70%	38.9%	72	8.078
#29	20D	160	9.62%	9.94%	-4.79%	46.2%	52	8.892
#30	20D	240	9.81%	9.93%	-4.80%	42.3%	52	8.995