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 2026-03-30

DOE calibrated as-of 2026-03-30

Window 2026-02-11 → 2026-03-25

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年6月25日上午6:21 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-02-11 → 2026-03-25 · anchors: 120 · latest snapshot: 2026-03-30 · computed at: 2026年6月25日上午6:21 HKT

Median abs error2.18%

Mean abs error3.81%

Bias-0.88%

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 -0.88%

P25/P75 hit 45.8%

n 120

Rank Best setting

Setting 3D · n=120

Median abs 2.38%

Bias -0.84%

P25/P75 hit 48.3%

n 120

Rank #2 Candidate

Setting 3D · n=320

Median abs 2.48%

Bias -0.85%

P25/P75 hit 49.2%

n 120

Rank #3 Candidate

Setting 3D · n=80

Median abs 2.46%

Bias -0.86%

P25/P75 hit 45.8%

n 120

Rank #4 Candidate

Setting 3D · n=240

Median abs 2.48%

Bias -0.84%

P25/P75 hit 45.8%

n 120

Rank #5 Candidate

Setting 3D · n=500

Median abs 2.51%

Bias -0.82%

P25/P75 hit 47.5%

n 120

Rank #6 Candidate

Setting 3D · n=160

Median abs 2.5%

Bias -0.83%

P25/P75 hit 46.7%

n 120

Rank #7 Candidate

Setting 5D · n=80

Median abs 3.62%

Bias -1.35%

P25/P75 hit 42%

n 112

Rank #8 Candidate

Setting 5D · n=320

Median abs 3.84%

Bias -1.36%

P25/P75 hit 41.1%

n 112

Rank #9 Candidate

Setting 5D · n=120

Median abs 3.89%

Bias -1.32%

P25/P75 hit 40.2%

n 112

Rank #10 Candidate

Setting 5D · n=500

Median abs 3.86%

Bias -1.35%

P25/P75 hit 39.3%

n 112

Rank #11 Candidate

Setting 5D · n=40

Median abs 3.7%

Bias -1.65%

P25/P75 hit 41.1%

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: -0.49%

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: -0.88%

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%	3.81%	-0.88%	45.8%	120	2.441
#2	3D	120	2.38%	3.8%	-0.84%	48.3%	120	2.525
#3	3D	320	2.48%	3.8%	-0.85%	49.2%	120	2.574
#4	3D	80	2.46%	3.83%	-0.86%	45.8%	120	2.585
#5	3D	240	2.48%	3.82%	-0.84%	45.8%	120	2.589
#6	3D	500	2.51%	3.8%	-0.82%	47.5%	120	2.589
#7	3D	160	2.5%	3.81%	-0.83%	46.7%	120	2.591
#8	5D	80	3.62%	5.25%	-1.35%	42%	112	3.745
#9	5D	320	3.84%	5.28%	-1.36%	41.1%	112	3.869
#10	5D	120	3.89%	5.22%	-1.32%	40.2%	112	3.87
#11	5D	500	3.86%	5.29%	-1.35%	39.3%	112	3.886
#12	5D	40	3.7%	5.42%	-1.65%	41.1%	112	3.892
#13	5D	160	3.94%	5.25%	-1.32%	41.1%	112	3.903
#14	5D	240	3.94%	5.26%	-1.33%	39.3%	112	3.912
#15	10D	320	4.89%	7.25%	-1.85%	39.1%	92	5.162
#16	10D	240	5.12%	7.24%	-1.92%	40.2%	92	5.281
#17	10D	500	5.22%	7.26%	-1.81%	38%	92	5.328
#18	10D	120	5.29%	7.25%	-2.16%	43.5%	92	5.398
#19	10D	80	5.52%	7.24%	-2.14%	43.5%	92	5.506
#20	10D	40	5.38%	7.43%	-2.19%	43.5%	92	5.51
#21	10D	160	5.53%	7.29%	-2.10%	41.3%	92	5.528
#22	15D	320	9.04%	10.5%	-2.46%	27.8%	72	8.495
#23	15D	240	8.98%	10.53%	-2.63%	29.2%	72	8.497
#24	15D	500	9.09%	10.51%	-2.39%	26.4%	72	8.516
#25	15D	160	9.24%	10.61%	-2.88%	31.9%	72	8.686
#26	15D	120	9.77%	10.77%	-3.16%	30.6%	72	9.052
#27	15D	80	10.05%	10.86%	-3.63%	30.6%	72	9.294
#28	15D	40	10.02%	11.08%	-4.03%	31.9%	72	9.413
#29	20D	320	11.36%	12.17%	-7.36%	30.8%	52	10.966
#30	20D	500	11.47%	12.24%	-7.32%	30.8%	52	11.04