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 2026-03-31

DOE calibrated as-of 2026-03-31

Window 2026-02-12 → 2026-03-26

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年6月25日上午6:19 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-02-12 → 2026-03-26 · anchors: 120 · latest snapshot: 2026-03-31 · computed at: 2026年6月25日上午6:19 HKT

Median abs error2.19%

Mean abs error3.79%

Bias-0.94%

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 2.19%

Bias -0.94%

P25/P75 hit 45.8%

n 120

Rank Best setting

Setting 3D · n=120

Median abs 2.4%

Bias -0.89%

P25/P75 hit 49.2%

n 120

Rank #2 Candidate

Setting 3D · n=160

Median abs 2.46%

Bias -0.87%

P25/P75 hit 48.3%

n 120

Rank #3 Candidate

Setting 3D · n=240

Median abs 2.46%

Bias -0.89%

P25/P75 hit 46.7%

n 120

Rank #4 Candidate

Setting 3D · n=80

Median abs 2.47%

Bias -0.91%

P25/P75 hit 46.7%

n 120

Rank #5 Candidate

Setting 3D · n=500

Median abs 2.53%

Bias -0.86%

P25/P75 hit 47.5%

n 120

Rank #6 Candidate

Setting 3D · n=320

Median abs 2.53%

Bias -0.89%

P25/P75 hit 48.3%

n 120

Rank #7 Candidate

Setting 5D · n=80

Median abs 3.84%

Bias -1.49%

P25/P75 hit 41.1%

n 112

Rank #8 Candidate

Setting 5D · n=120

Median abs 3.94%

Bias -1.45%

P25/P75 hit 41.1%

n 112

Rank #9 Candidate

Setting 5D · n=160

Median abs 3.98%

Bias -1.46%

P25/P75 hit 41.1%

n 112

Rank #10 Candidate

Setting 5D · n=240

Median abs 3.97%

Bias -1.52%

P25/P75 hit 38.4%

n 112

Rank #11 Candidate

Setting 5D · n=40

Median abs 3.8%

Bias -1.80%

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: -0.54%

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: -0.94%

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	2.19%	3.79%	-0.94%	45.8%	120	2.448
#2	3D	120	2.4%	3.77%	-0.89%	49.2%	120	2.53
#3	3D	160	2.46%	3.77%	-0.87%	48.3%	120	2.559
#4	3D	240	2.46%	3.78%	-0.89%	46.7%	120	2.57
#5	3D	80	2.47%	3.8%	-0.91%	46.7%	120	2.585
#6	3D	500	2.53%	3.76%	-0.86%	47.5%	120	2.591
#7	3D	320	2.53%	3.77%	-0.89%	48.3%	120	2.597
#8	5D	80	3.84%	5.35%	-1.49%	41.1%	112	3.913
#9	5D	120	3.94%	5.32%	-1.45%	41.1%	112	3.947
#10	5D	160	3.98%	5.36%	-1.46%	41.1%	112	3.982
#11	5D	240	3.97%	5.36%	-1.52%	38.4%	112	3.993
#12	5D	40	3.8%	5.56%	-1.80%	40.2%	112	4.015
#13	5D	320	3.98%	5.41%	-1.58%	41.1%	112	4.018
#14	5D	500	4.09%	5.44%	-1.58%	38.4%	112	4.09
#15	10D	320	5.39%	7.71%	-2.37%	35.9%	92	5.659
#16	10D	240	5.53%	7.67%	-2.42%	37%	92	5.72
#17	10D	500	5.53%	7.74%	-2.34%	34.8%	92	5.738
#18	10D	160	5.65%	7.7%	-2.61%	40.2%	92	5.811
#19	10D	120	5.77%	7.63%	-2.62%	41.3%	92	5.845
#20	10D	80	5.98%	7.56%	-2.57%	40.2%	92	5.921
#21	10D	40	6.04%	7.74%	-2.60%	40.2%	92	6.018
#22	15D	500	9.36%	10.93%	-1.62%	25%	72	8.686
#23	15D	320	9.43%	10.93%	-1.71%	26.4%	72	8.731
#24	15D	240	9.69%	10.97%	-1.87%	27.8%	72	8.896
#25	15D	160	9.65%	11.06%	-2.10%	30.6%	72	8.935
#26	15D	120	9.85%	11.19%	-2.40%	29.2%	72	9.128
#27	15D	80	10.19%	11.3%	-2.78%	29.2%	72	9.394
#28	15D	40	10.83%	11.57%	-3.20%	30.6%	72	9.868
#29	20D	320	11.36%	12.39%	-5.62%	30.8%	52	10.783
#30	20D	500	11.47%	12.44%	-5.51%	30.8%	52	10.838