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 2026-03-24

DOE calibrated as-of 2026-03-24

Window 2026-02-05 → 2026-03-19

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月8日下午12:47 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-02-05 → 2026-03-19 · anchors: 120 · latest snapshot: 2026-03-24 · computed at: 2026年7月8日下午12:47 HKT

Median abs error2.24%

Mean abs error3.75%

Bias-0.56%

Inside P25/P7545.8%

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 -0.56%

P25/P75 hit 45.8%

n 120

Rank Best setting

Setting 3D · n=120

Median abs 2.4%

Bias -0.52%

P25/P75 hit 47.5%

n 120

Rank #2 Candidate

Setting 3D · n=320

Median abs 2.43%

Bias -0.50%

P25/P75 hit 48.3%

n 120

Rank #3 Candidate

Setting 3D · n=240

Median abs 2.43%

Bias -0.51%

P25/P75 hit 44.2%

n 120

Rank #4 Candidate

Setting 3D · n=500

Median abs 2.5%

Bias -0.47%

P25/P75 hit 48.3%

n 120

Rank #5 Candidate

Setting 3D · n=160

Median abs 2.48%

Bias -0.52%

P25/P75 hit 46.7%

n 120

Rank #6 Candidate

Setting 3D · n=80

Median abs 2.48%

Bias -0.53%

P25/P75 hit 45%

n 120

Rank #7 Candidate

Setting 5D · n=320

Median abs 3.39%

Bias -1.13%

P25/P75 hit 46.4%

n 112

Rank #8 Candidate

Setting 5D · n=120

Median abs 3.33%

Bias -1.24%

P25/P75 hit 44.6%

n 112

Rank #9 Candidate

Setting 5D · n=500

Median abs 3.43%

Bias -1.09%

P25/P75 hit 43.8%

n 112

Rank #10 Candidate

Setting 5D · n=240

Median abs 3.54%

Bias -1.14%

P25/P75 hit 43.8%

n 112

Rank #11 Candidate

Setting 5D · n=80

Median abs 3.46%

Bias -1.25%

P25/P75 hit 46.4%

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: -0.11%

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: -0.56%

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%	3.75%	-0.56%	45.8%	120	2.402
#2	3D	120	2.4%	3.68%	-0.52%	47.5%	120	2.447
#3	3D	320	2.43%	3.66%	-0.50%	48.3%	120	2.45
#4	3D	240	2.43%	3.69%	-0.51%	44.2%	120	2.472
#5	3D	500	2.5%	3.65%	-0.47%	48.3%	120	2.477
#6	3D	160	2.48%	3.68%	-0.52%	46.7%	120	2.489
#7	3D	80	2.48%	3.71%	-0.53%	45%	120	2.506
#8	5D	320	3.39%	4.69%	-1.13%	46.4%	112	3.39
#9	5D	120	3.33%	4.73%	-1.24%	44.6%	112	3.395
#10	5D	500	3.43%	4.69%	-1.09%	43.8%	112	3.411
#11	5D	240	3.54%	4.7%	-1.14%	43.8%	112	3.476
#12	5D	80	3.46%	4.79%	-1.25%	46.4%	112	3.478
#13	5D	40	3.3%	4.93%	-1.52%	44.6%	112	3.492
#14	5D	160	3.67%	4.73%	-1.20%	45.5%	112	3.557
#15	10D	500	4.67%	7.27%	-0.67%	41.3%	92	4.877
#16	10D	240	4.65%	7.32%	-0.87%	43.5%	92	4.909
#17	10D	320	4.83%	7.3%	-0.75%	42.4%	92	4.977
#18	10D	120	4.85%	7.34%	-1.15%	46.7%	92	5.05
#19	10D	160	4.86%	7.38%	-1.06%	44.6%	92	5.06
#20	10D	80	4.95%	7.34%	-1.17%	47.8%	92	5.1
#21	10D	40	5.06%	7.57%	-1.28%	50%	92	5.246
#22	15D	500	7.42%	9.56%	-2.40%	31.9%	72	7.336
#23	15D	240	7.42%	9.55%	-2.58%	33.3%	72	7.356
#24	15D	320	7.52%	9.57%	-2.46%	33.3%	72	7.395
#25	15D	160	7.65%	9.63%	-2.86%	33.3%	72	7.541
#26	15D	120	7.82%	9.77%	-3.10%	34.7%	72	7.708
#27	15D	80	7.99%	9.85%	-3.55%	34.7%	72	7.888
#28	15D	40	8.63%	9.97%	-4.19%	36.1%	72	8.343
#29	20D	320	10.36%	10.72%	-5.97%	36.5%	52	9.736
#30	20D	500	10.43%	10.82%	-6.03%	36.5%	52	9.815