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 2026-03-27

DOE calibrated as-of 2026-03-27

Window 2026-02-10 → 2026-03-24

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月8日下午12:34 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-02-10 → 2026-03-24 · anchors: 120 · latest snapshot: 2026-03-27 · computed at: 2026年7月8日下午12:34 HKT

Median abs error2.18%

Mean abs error3.72%

Bias-0.62%

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 2.18%

Bias -0.62%

P25/P75 hit 45.8%

n 120

Rank Best setting

Setting 3D · n=120

Median abs 2.38%

Bias -0.58%

P25/P75 hit 48.3%

n 120

Rank #2 Candidate

Setting 3D · n=320

Median abs 2.44%

Bias -0.58%

P25/P75 hit 50%

n 120

Rank #3 Candidate

Setting 3D · n=240

Median abs 2.43%

Bias -0.58%

P25/P75 hit 45.8%

n 120

Rank #4 Candidate

Setting 3D · n=80

Median abs 2.41%

Bias -0.60%

P25/P75 hit 46.7%

n 120

Rank #5 Candidate

Setting 3D · n=160

Median abs 2.46%

Bias -0.56%

P25/P75 hit 47.5%

n 120

Rank #6 Candidate

Setting 3D · n=500

Median abs 2.5%

Bias -0.56%

P25/P75 hit 48.3%

n 120

Rank #7 Candidate

Setting 5D · n=80

Median abs 3.67%

Bias -1.29%

P25/P75 hit 42%

n 112

Rank #8 Candidate

Setting 5D · n=500

Median abs 3.81%

Bias -1.26%

P25/P75 hit 40.2%

n 112

Rank #9 Candidate

Setting 5D · n=320

Median abs 3.84%

Bias -1.27%

P25/P75 hit 42%

n 112

Rank #10 Candidate

Setting 5D · n=120

Median abs 3.89%

Bias -1.26%

P25/P75 hit 41.1%

n 112

Rank #11 Candidate

Setting 5D · n=40

Median abs 3.7%

Bias -1.57%

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: -0.21%

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: -0.62%

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	2.18%	3.72%	-0.62%	45.8%	120	2.371
#2	3D	120	2.38%	3.68%	-0.58%	48.3%	120	2.444
#3	3D	320	2.44%	3.66%	-0.58%	50%	120	2.463
#4	3D	240	2.43%	3.68%	-0.58%	45.8%	120	2.476
#5	3D	80	2.41%	3.71%	-0.60%	46.7%	120	2.477
#6	3D	160	2.46%	3.68%	-0.56%	47.5%	120	2.483
#7	3D	500	2.5%	3.66%	-0.56%	48.3%	120	2.494
#8	5D	80	3.67%	5.26%	-1.29%	42%	112	3.764
#9	5D	500	3.81%	5.25%	-1.26%	40.2%	112	3.831
#10	5D	320	3.84%	5.24%	-1.27%	42%	112	3.839
#11	5D	120	3.89%	5.24%	-1.26%	41.1%	112	3.865
#12	5D	40	3.7%	5.41%	-1.57%	42%	112	3.874
#13	5D	240	3.94%	5.24%	-1.25%	39.3%	112	3.893
#14	5D	160	3.96%	5.25%	-1.25%	42%	112	3.9
#15	10D	240	4.64%	6.94%	-1.28%	42.4%	92	4.835
#16	10D	500	4.76%	6.95%	-1.13%	40.2%	92	4.882
#17	10D	320	4.83%	6.95%	-1.18%	41.3%	92	4.921
#18	10D	160	4.86%	6.98%	-1.43%	44.6%	92	4.976
#19	10D	120	4.93%	6.97%	-1.48%	45.7%	92	5.012
#20	10D	80	4.96%	6.96%	-1.50%	44.6%	92	5.03
#21	10D	40	4.82%	7.18%	-1.56%	46.7%	92	5.04
#22	15D	500	7.96%	10.05%	-1.66%	29.2%	72	7.674
#23	15D	320	8.16%	10.06%	-1.73%	30.6%	72	7.784
#24	15D	160	8.2%	10.12%	-2.15%	33.3%	72	7.881
#25	15D	240	8.38%	10.08%	-1.88%	30.6%	72	7.924
#26	15D	80	8.48%	10.26%	-2.86%	33.3%	72	8.177
#27	15D	120	8.87%	10.24%	-2.44%	33.3%	72	8.302
#28	15D	40	9.16%	10.41%	-3.35%	34.7%	72	8.639
#29	20D	500	11.54%	12.07%	-8.16%	32.7%	52	11.137
#30	20D	320	11.66%	12.01%	-8.15%	32.7%	52	11.174