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 2026-03-25

DOE calibrated as-of 2026-03-25

Window 2026-02-06 → 2026-03-20

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月8日下午12:42 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-02-06 → 2026-03-20 · anchors: 120 · latest snapshot: 2026-03-25 · computed at: 2026年7月8日下午12:42 HKT

Median abs error2.32%

Mean abs error3.79%

Bias-0.47%

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 2.32%

Bias -0.47%

P25/P75 hit 45%

n 120

Rank Best setting

Setting 3D · n=120

Median abs 2.4%

Bias -0.44%

P25/P75 hit 46.7%

n 120

Rank #2 Candidate

Setting 3D · n=320

Median abs 2.46%

Bias -0.43%

P25/P75 hit 49.2%

n 120

Rank #3 Candidate

Setting 3D · n=240

Median abs 2.43%

Bias -0.43%

P25/P75 hit 45%

n 120

Rank #4 Candidate

Setting 3D · n=500

Median abs 2.51%

Bias -0.40%

P25/P75 hit 47.5%

n 120

Rank #5 Candidate

Setting 3D · n=160

Median abs 2.48%

Bias -0.44%

P25/P75 hit 45.8%

n 120

Rank #6 Candidate

Setting 3D · n=80

Median abs 2.48%

Bias -0.45%

P25/P75 hit 45%

n 120

Rank #7 Candidate

Setting 5D · n=320

Median abs 3.51%

Bias -1.00%

P25/P75 hit 44.6%

n 112

Rank #8 Candidate

Setting 5D · n=500

Median abs 3.52%

Bias -0.97%

P25/P75 hit 42%

n 112

Rank #9 Candidate

Setting 5D · n=120

Median abs 3.52%

Bias -1.08%

P25/P75 hit 42.9%

n 112

Rank #10 Candidate

Setting 5D · n=80

Median abs 3.55%

Bias -1.08%

P25/P75 hit 44.6%

n 112

Rank #11 Candidate

Setting 5D · n=240

Median abs 3.68%

Bias -0.99%

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: -0.04%

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: -0.47%

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	2.32%	3.79%	-0.47%	45%	120	2.445
#2	3D	120	2.4%	3.72%	-0.44%	46.7%	120	2.451
#3	3D	320	2.46%	3.69%	-0.43%	49.2%	120	2.463
#4	3D	240	2.43%	3.72%	-0.43%	45%	120	2.469
#5	3D	500	2.51%	3.67%	-0.40%	47.5%	120	2.481
#6	3D	160	2.48%	3.72%	-0.44%	45.8%	120	2.493
#7	3D	80	2.48%	3.75%	-0.45%	45%	120	2.508
#8	5D	320	3.51%	4.92%	-1.00%	44.6%	112	3.516
#9	5D	500	3.52%	4.92%	-0.97%	42%	112	3.523
#10	5D	120	3.52%	4.96%	-1.08%	42.9%	112	3.551
#11	5D	80	3.55%	4.99%	-1.08%	44.6%	112	3.572
#12	5D	240	3.68%	4.93%	-0.99%	42%	112	3.609
#13	5D	40	3.47%	5.15%	-1.37%	42.9%	112	3.636
#14	5D	160	3.81%	4.97%	-1.04%	43.8%	112	3.691
#15	10D	240	4.67%	7.31%	-0.91%	42.4%	92	4.924
#16	10D	500	4.76%	7.3%	-0.73%	40.2%	92	4.944
#17	10D	320	4.86%	7.31%	-0.80%	41.3%	92	5.005
#18	10D	120	4.85%	7.3%	-1.17%	45.7%	92	5.041
#19	10D	160	4.86%	7.36%	-1.09%	43.5%	92	5.061
#20	10D	80	4.95%	7.3%	-1.18%	46.7%	92	5.09
#21	10D	40	5.06%	7.54%	-1.28%	48.9%	92	5.239
#22	15D	240	7.42%	9.81%	-2.31%	31.9%	72	7.41
#23	15D	500	7.5%	9.83%	-2.11%	30.6%	72	7.43
#24	15D	320	7.58%	9.82%	-2.19%	31.9%	72	7.476
#25	15D	160	7.79%	9.9%	-2.60%	33.3%	72	7.667
#26	15D	120	8.13%	10.05%	-2.81%	34.7%	72	7.917
#27	15D	80	8.16%	10.09%	-3.30%	34.7%	72	8.02
#28	15D	40	8.8%	10.28%	-3.87%	36.1%	72	8.488
#29	20D	320	10.62%	11.16%	-6.41%	32.7%	52	10.096
#30	20D	500	10.93%	11.24%	-6.46%	32.7%	52	10.286