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 2026-03-26

DOE calibrated as-of 2026-03-26

Window 2026-02-09 → 2026-03-23

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月8日下午12:38 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-02-09 → 2026-03-23 · anchors: 120 · latest snapshot: 2026-03-26 · computed at: 2026年7月8日下午12:38 HKT

Median abs error2.13%

Mean abs error3.69%

Bias-0.45%

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 2.13%

Bias -0.45%

P25/P75 hit 45.8%

n 120

Rank Best setting

Setting 3D · n=500

Median abs 2.41%

Bias -0.34%

P25/P75 hit 50%

n 120

Rank #2 Candidate

Setting 3D · n=120

Median abs 2.37%

Bias -0.39%

P25/P75 hit 48.3%

n 120

Rank #3 Candidate

Setting 3D · n=320

Median abs 2.43%

Bias -0.37%

P25/P75 hit 50.8%

n 120

Rank #4 Candidate

Setting 3D · n=160

Median abs 2.41%

Bias -0.38%

P25/P75 hit 46.7%

n 120

Rank #5 Candidate

Setting 3D · n=240

Median abs 2.42%

Bias -0.38%

P25/P75 hit 46.7%

n 120

Rank #6 Candidate

Setting 3D · n=80

Median abs 2.41%

Bias -0.42%

P25/P75 hit 46.7%

n 120

Rank #7 Candidate

Setting 5D · n=80

Median abs 3.62%

Bias -1.34%

P25/P75 hit 44.6%

n 112

Rank #8 Candidate

Setting 5D · n=500

Median abs 3.7%

Bias -1.26%

P25/P75 hit 41.1%

n 112

Rank #9 Candidate

Setting 5D · n=320

Median abs 3.73%

Bias -1.28%

P25/P75 hit 42.9%

n 112

Rank #10 Candidate

Setting 5D · n=120

Median abs 3.82%

Bias -1.32%

P25/P75 hit 42%

n 112

Rank #11 Candidate

Setting 5D · n=240

Median abs 3.85%

Bias -1.27%

P25/P75 hit 40.2%

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: +0.02%

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	2.13%	3.69%	-0.45%	45.8%	120	2.309
#2	3D	500	2.41%	3.61%	-0.34%	50%	120	2.395
#3	3D	120	2.37%	3.64%	-0.39%	48.3%	120	2.397
#4	3D	320	2.43%	3.62%	-0.37%	50.8%	120	2.411
#5	3D	160	2.41%	3.65%	-0.38%	46.7%	120	2.423
#6	3D	240	2.42%	3.66%	-0.38%	46.7%	120	2.431
#7	3D	80	2.41%	3.66%	-0.42%	46.7%	120	2.432
#8	5D	80	3.62%	5.24%	-1.34%	44.6%	112	3.734
#9	5D	500	3.7%	5.2%	-1.26%	41.1%	112	3.756
#10	5D	320	3.73%	5.2%	-1.28%	42.9%	112	3.77
#11	5D	120	3.82%	5.21%	-1.32%	42%	112	3.827
#12	5D	240	3.85%	5.19%	-1.27%	40.2%	112	3.832
#13	5D	160	3.89%	5.21%	-1.29%	42.9%	112	3.855
#14	5D	40	3.65%	5.4%	-1.65%	42%	112	3.858
#15	10D	240	4.54%	7.18%	-0.72%	44.6%	92	4.779
#16	10D	500	4.65%	7.18%	-0.54%	42.4%	92	4.813
#17	10D	160	4.68%	7.23%	-0.90%	46.7%	92	4.889
#18	10D	320	4.82%	7.19%	-0.61%	43.5%	92	4.909
#19	10D	80	4.76%	7.2%	-0.99%	46.7%	92	4.932
#20	10D	120	4.85%	7.21%	-0.97%	47.8%	92	4.974
#21	10D	40	4.82%	7.41%	-1.10%	48.9%	92	5.046
#22	15D	500	7.68%	10.33%	-1.48%	27.8%	72	7.608
#23	15D	320	7.93%	10.33%	-1.55%	29.2%	72	7.74
#24	15D	240	8.13%	10.33%	-1.68%	29.2%	72	7.86
#25	15D	160	8.2%	10.39%	-1.99%	30.6%	72	7.959
#26	15D	80	8.48%	10.55%	-2.72%	31.9%	72	8.261
#27	15D	120	8.87%	10.51%	-2.26%	31.9%	72	8.373
#28	15D	40	9.16%	10.72%	-3.27%	33.3%	72	8.739
#29	20D	500	11.45%	11.65%	-6.86%	32.7%	52	10.75
#30	20D	320	11.66%	11.59%	-6.84%	32.7%	52	10.831